+365.7%
ALAB vs VLO
+145.7%
+220.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -7.8% |
| 7D | +3.2% | +5.8% | -2.6% | +1.6% |
| 30D | -13.6% | +28.3% | -41.9% | -19.4% |
| 3M | -16.6% | +48.7% | -65.3% | -25.5% |
| 6M | +142.3% | +71.9% | +70.4% | +104.2% |
| YTD | +73.6% | +138.7% | -65.0% | +29.3% |
| 1Y | +33.7% | +148.5% | -114.8% | -2.6% |
| All | +365.7% | +145.7% | +220.0% | +206.8% |
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 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