+403.0%
AXP vs VLO
+779.3%
-376.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.8% |
| 7D | -2.1% | +6.8% | -8.9% | -4.7% |
| 30D | +2.7% | -17.9% | +20.5% | +10.1% |
| 3M | -7.3% | +13.5% | -20.8% | -13.2% |
| 6M | +1.8% | +53.0% | -51.3% | -16.6% |
| YTD | -13.1% | +133.7% | -146.8% | -41.8% |
| 1Y | -13.7% | +115.7% | -129.4% | -40.3% |
| 3Y | +113.1% | +231.9% | -118.8% | +17.2% |
| 5Y | +85.9% | +471.6% | -385.6% | -28.2% |
| All | +403.0% | +779.3% | -376.3% | +35.9% |
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