+199.0%
VLO vs AA
+52.9%
+146.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.9% |
| 7D | -13.3% | +0.9% | -14.2% | -13.5% |
| 30D | -18.3% | -6.7% | -11.6% | -17.4% |
| 3M | +14.3% | -16.3% | +30.7% | +17.6% |
| 6M | +47.6% | -37.1% | +84.7% | +59.3% |
| YTD | +116.0% | -25.0% | +141.0% | +121.3% |
| 1Y | +101.0% | +8.6% | +92.4% | +87.7% |
| 3Y | +199.0% | +57.2% | +141.8% | +142.4% |
| All | +199.0% | +52.9% | +146.1% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling