+92.0%
ACN vs VLO
+903.8%
-811.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.8% |
| 7D | -4.8% | +5.8% | -10.6% | -5.9% |
| 30D | +1.9% | +28.3% | -26.5% | -3.4% |
| 3M | +3.9% | +48.7% | -44.9% | -4.8% |
| 6M | -15.0% | +71.9% | -86.9% | -24.8% |
| YTD | -31.9% | +138.7% | -170.6% | -44.1% |
| 1Y | -28.5% | +148.5% | -177.0% | -42.0% |
| 3Y | -41.9% | +192.7% | -234.6% | -55.5% |
| 5Y | -42.9% | +601.6% | -644.5% | -65.9% |
| All | +92.0% | +903.8% | -811.8% | +7.1% |
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