+717.1%
VLO vs AA
+45.1%
+672.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.3% |
| 7D | -9.5% | +1.2% | -10.8% | -10.0% |
| 30D | -19.1% | -5.0% | -14.1% | -18.2% |
| 3M | +11.4% | -22.2% | +33.6% | +19.3% |
| 6M | +46.7% | -36.3% | +83.1% | +64.6% |
| YTD | +118.6% | -24.2% | +142.8% | +127.4% |
| 1Y | +99.9% | +3.9% | +96.0% | +85.8% |
| 3Y | +210.5% | +67.6% | +142.9% | +126.2% |
| 5Y | +432.7% | -8.8% | +441.5% | +331.6% |
| 10Y | +717.1% | +45.0% | +672.2% | +297.0% |
| All | +717.1% | +45.1% | +672.1% | +297.0% |
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