+2,368.0%
ACN vs VLO
+8,394.4%
-6,026.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.3% | -3.0% |
| 7D | -2.5% | -6.5% | +4.0% | -1.2% |
| 30D | +22.6% | -17.8% | +40.4% | +27.8% |
| 3M | +45.9% | +19.6% | +26.3% | +39.2% |
| 6M | +43.8% | +49.3% | -5.4% | +29.9% |
| YTD | -2.5% | +122.4% | -124.9% | -20.4% |
| 1Y | +6.5% | +107.4% | -101.0% | -11.8% |
| 3Y | -14.2% | +223.1% | -237.2% | -37.4% |
| 5Y | -24.4% | +432.2% | -456.6% | -53.0% |
| 10Y | +156.3% | +743.6% | -587.3% | +30.3% |
| All | +2,368.0% | +8,394.4% | -6,026.4% | +451.4% |
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