+195.5%
VLO vs AA
+75.5%
+119.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +22.6% | +5.0% | +17.6% | +21.1% |
| 3M | +43.8% | -35.8% | +79.6% | +56.0% |
| 6M | +65.7% | -18.4% | +84.1% | +69.5% |
| YTD | +131.1% | -5.5% | +136.6% | +127.5% |
| 1Y | +143.6% | +61.0% | +82.7% | +110.1% |
| All | +195.5% | +75.5% | +119.9% | +138.1% |
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 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