+50.4%
ALLE vs TAP
+2.0%
+48.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +25.3% | +9.1% | +16.2% | +22.0% |
| 3M | +10.3% | -3.8% | +14.1% | +11.4% |
| 6M | +38.0% | -3.4% | +41.5% | +38.9% |
| YTD | +17.8% | -10.6% | +28.4% | +21.2% |
| 1Y | +13.6% | -4.4% | +18.0% | +14.3% |
| 3Y | +89.2% | -24.4% | +113.6% | +102.3% |
| All | +50.4% | +2.0% | +48.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling