+448.7%
AXP vs VLO
+770.2%
-321.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.7% |
| 7D | +0.6% | -13.3% | +13.9% | +6.1% |
| 30D | +5.8% | -18.3% | +24.1% | +13.7% |
| 3M | -6.0% | +14.3% | -20.4% | -12.4% |
| 6M | +0.3% | +47.6% | -47.3% | -16.7% |
| YTD | -12.3% | +116.0% | -128.2% | -39.3% |
| 1Y | -11.2% | +101.0% | -112.3% | -36.9% |
| 3Y | +117.0% | +199.0% | -82.0% | +24.7% |
| 5Y | +93.2% | +419.0% | -325.9% | -22.2% |
| All | +448.7% | +770.2% | -321.5% | +51.4% |
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