+35,889.1%
VLO vs AA
+295.2%
+35,593.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | +22.6% | +5.0% | +17.6% | +20.0% |
| 3M | +43.8% | -35.8% | +79.6% | +64.5% |
| 6M | +65.7% | -18.4% | +84.1% | +71.6% |
| YTD | +131.1% | -5.5% | +136.6% | +125.4% |
| 1Y | +143.6% | +61.0% | +82.7% | +93.6% |
| 3Y | +201.4% | +66.2% | +135.2% | +117.8% |
| 5Y | +568.9% | +11.4% | +557.5% | +401.4% |
| 10Y | +891.8% | +116.9% | +774.9% | +382.5% |
| All | +35,889.1% | +295.2% | +35,593.9% | +14,510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling