+469.1%
AXP vs VLO
+886.4%
-417.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | +5.2% | -7.3% | -4.1% |
| 30D | -6.5% | +22.6% | -29.1% | -14.1% |
| 3M | +4.6% | +43.8% | -39.1% | -10.5% |
| 6M | +5.4% | +65.7% | -60.3% | -16.4% |
| YTD | -11.1% | +131.1% | -142.2% | -39.3% |
| 1Y | -0.3% | +143.6% | -143.9% | -34.0% |
| 3Y | +111.6% | +201.4% | -89.8% | +22.8% |
| 5Y | +117.6% | +568.9% | -451.3% | -21.5% |
| All | +469.1% | +886.4% | -417.3% | +51.1% |
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