+306.4%
APH vs VLO
+427.9%
-121.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -5.0% | -9.5% | +4.5% | -3.9% |
| 30D | -8.4% | -19.1% | +10.8% | -6.2% |
| 3M | -4.5% | +11.4% | -15.9% | -6.1% |
| 6M | +25.3% | +46.7% | -21.5% | +18.6% |
| YTD | +18.9% | +118.6% | -99.7% | +4.3% |
| 1Y | +11.9% | +99.9% | -87.9% | -0.3% |
| 3Y | +278.0% | +210.5% | +67.5% | +206.1% |
| 5Y | +306.4% | +432.7% | -126.2% | +198.3% |
| All | +306.4% | +427.9% | -121.5% | +198.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling