+90.5%
APH vs VLO
+199.5%
-109.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.3% | -51.1% | -47.9% |
| 7D | -48.7% | +7.0% | -55.7% | -49.0% |
| 30D | -51.9% | +22.6% | -74.5% | -52.8% |
| 3M | -43.6% | +43.8% | -87.3% | -45.3% |
| 6M | -37.5% | +65.7% | -103.3% | -40.9% |
| YTD | -38.6% | +131.1% | -169.7% | -45.8% |
| 1Y | -26.3% | +143.6% | -170.0% | -35.6% |
| All | +90.5% | +199.5% | -109.0% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling