-28.8%
ACN vs VLO
+150.4%
-179.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -6.3% | +6.2% | -12.6% | -6.6% |
| 30D | -1.4% | +23.5% | -24.9% | -2.7% |
| 3M | +2.6% | +53.9% | -51.3% | -1.3% |
| 6M | -14.3% | +81.7% | -96.0% | -18.7% |
| YTD | -33.1% | +142.5% | -175.6% | -36.8% |
| 1Y | -28.8% | +145.4% | -174.2% | -33.3% |
| All | -28.8% | +150.4% | -179.2% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling