+152.3%
ACN vs VLO
+790.8%
-638.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -3.8% | +9.6% | -13.5% | -5.8% |
| 30D | +16.5% | -17.4% | +33.9% | +20.9% |
| 3M | +41.5% | +10.8% | +30.7% | +37.7% |
| 6M | +60.1% | +56.9% | +3.1% | +44.0% |
| YTD | -3.9% | +136.8% | -140.7% | -21.6% |
| 1Y | +4.1% | +120.7% | -116.6% | -13.8% |
| 3Y | -15.9% | +231.9% | -247.8% | -37.9% |
| 5Y | -26.3% | +479.0% | -505.3% | -54.5% |
| All | +152.3% | +790.8% | -638.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling