+407.0%
AXP vs VLO
+790.8%
-383.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.1% | +9.6% | -9.8% | -3.8% |
| 30D | +4.4% | -17.4% | +21.8% | +11.8% |
| 3M | -6.4% | +10.8% | -17.2% | -11.5% |
| 6M | +4.2% | +56.9% | -52.8% | -15.5% |
| YTD | -12.4% | +136.8% | -149.1% | -41.6% |
| 1Y | -11.1% | +120.7% | -131.8% | -39.1% |
| 3Y | +114.9% | +231.9% | -117.1% | +18.3% |
| 5Y | +87.4% | +479.0% | -391.6% | -28.0% |
| All | +407.0% | +790.8% | -383.7% | +36.3% |
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 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