+614.6%
VLO vs AA
+15.6%
+599.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.0% |
| 7D | +6.2% | -0.6% | +6.9% | +6.4% |
| 30D | +23.5% | -1.6% | +25.0% | +23.6% |
| 3M | +53.9% | -29.8% | +83.7% | +65.4% |
| 6M | +81.7% | -16.6% | +98.3% | +85.5% |
| YTD | +142.5% | -4.0% | +146.5% | +137.7% |
| 1Y | +145.4% | +63.5% | +81.9% | +108.2% |
| 3Y | +197.3% | +86.8% | +110.6% | +130.9% |
| 5Y | +614.6% | +12.4% | +602.2% | +515.8% |
| All | +614.6% | +15.6% | +599.0% | +515.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling