+1,697.2%
ACN vs VLO
+8,727.1%
-7,029.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | +5.2% | -6.7% | -2.7% |
| 30D | +9.4% | +22.6% | -13.2% | +4.2% |
| 3M | +5.6% | +43.8% | -38.1% | -3.2% |
| 6M | -9.3% | +65.7% | -75.0% | -20.0% |
| YTD | -29.0% | +131.1% | -160.1% | -42.3% |
| 1Y | -24.7% | +143.6% | -168.3% | -39.7% |
| 3Y | -39.8% | +201.4% | -241.2% | -55.3% |
| 5Y | -40.9% | +568.9% | -609.8% | -65.1% |
| 10Y | +91.1% | +891.8% | -800.7% | -6.4% |
| All | +1,697.2% | +8,727.1% | -7,029.8% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling