+34,532.9%
VLO vs AA
+231.6%
+34,301.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +1.0% |
| 7D | -6.5% | +4.8% | -11.3% | -8.1% |
| 30D | -17.8% | -0.6% | -17.1% | -17.9% |
| 3M | +19.6% | -16.3% | +35.9% | +25.8% |
| 6M | +49.3% | -33.4% | +82.7% | +66.5% |
| YTD | +122.4% | -20.7% | +143.1% | +128.9% |
| 1Y | +107.4% | +12.9% | +94.5% | +87.0% |
| 3Y | +223.1% | +75.7% | +147.4% | +129.3% |
| 5Y | +432.2% | -6.8% | +439.0% | +327.7% |
| 10Y | +743.6% | +53.6% | +690.0% | +363.5% |
| All | +34,532.9% | +231.6% | +34,301.4% | +14,736.6% |
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