+790.3%
VLO vs AA
+42.1%
+748.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | +9.6% | +0.5% | +9.1% | +9.4% |
| 30D | -17.4% | -0.6% | -16.8% | -17.5% |
| 3M | +10.8% | -19.7% | +30.4% | +17.6% |
| 6M | +56.9% | -41.6% | +98.5% | +81.0% |
| YTD | +136.8% | -24.6% | +161.4% | +146.7% |
| 1Y | +120.7% | +4.9% | +115.8% | +104.8% |
| 3Y | +231.9% | +66.8% | +165.1% | +142.1% |
| 5Y | +479.0% | -19.4% | +498.4% | +393.5% |
| All | +790.3% | +42.1% | +748.2% | +337.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling