+440.3%
AXP vs VLO
+791.1%
-350.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | -0.1% |
| 7D | -1.1% | -6.5% | +5.4% | +1.3% |
| 30D | +5.2% | -17.8% | +23.0% | +12.8% |
| 3M | -4.6% | +19.6% | -24.2% | -12.6% |
| 6M | +3.2% | +49.3% | -46.1% | -14.6% |
| YTD | -11.3% | +122.4% | -133.7% | -39.4% |
| 1Y | -11.0% | +107.4% | -118.5% | -37.5% |
| 3Y | +120.2% | +223.1% | -102.9% | +22.3% |
| 5Y | +91.7% | +432.2% | -340.5% | -23.6% |
| 10Y | +440.3% | +743.6% | -303.3% | +49.4% |
| All | +440.3% | +791.1% | -350.7% | +49.4% |
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