+143.6%
VLO vs AA
+63.2%
+80.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +22.6% | +5.0% | +17.6% | +21.8% |
| 3M | +43.8% | -35.8% | +79.6% | +51.6% |
| 6M | +65.7% | -18.4% | +84.1% | +68.9% |
| YTD | +131.1% | -5.5% | +136.6% | +128.6% |
| 1Y | +143.6% | +61.0% | +82.7% | +136.2% |
| All | +143.6% | +63.2% | +80.4% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling