+24.8%
ALAB vs VLO
+107.6%
-82.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.0% | +10.7% | +13.6% |
| 7D | -5.6% | -6.5% | +0.9% | -5.7% |
| 30D | -36.6% | -17.8% | -18.9% | -37.1% |
| 3M | -35.1% | +19.6% | -54.7% | -36.3% |
| 6M | +8.5% | +49.3% | -40.7% | +5.2% |
| YTD | +30.4% | +122.4% | -92.0% | +18.9% |
| All | +24.8% | +107.6% | -82.7% | +18.5% |
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 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