+2,408.2%
ACN vs VLO
+8,250.6%
-5,842.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | +1.6% | -9.5% | +11.1% | +3.7% |
| 30D | +24.6% | -19.1% | +43.8% | +30.4% |
| 3M | +46.2% | +11.4% | +34.8% | +41.8% |
| 6M | +46.2% | +46.7% | -0.6% | +32.5% |
| YTD | -0.9% | +118.6% | -119.5% | -18.8% |
| 1Y | +8.8% | +99.9% | -91.1% | -9.1% |
| 3Y | -14.3% | +210.5% | -224.7% | -36.9% |
| 5Y | -22.6% | +432.7% | -455.3% | -51.9% |
| 10Y | +153.7% | +717.1% | -563.4% | +29.9% |
| All | +2,408.2% | +8,250.6% | -5,842.4% | +462.5% |
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