+33,533.0%
VLO vs AA
+213.5%
+33,319.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.4% |
| 7D | -13.3% | +0.9% | -14.2% | -13.7% |
| 30D | -18.3% | -6.7% | -11.6% | -16.7% |
| 3M | +14.3% | -16.3% | +30.7% | +20.2% |
| 6M | +47.6% | -37.1% | +84.7% | +67.9% |
| YTD | +116.0% | -25.0% | +141.0% | +126.6% |
| 1Y | +101.0% | +8.6% | +92.4% | +83.6% |
| 3Y | +199.0% | +57.2% | +141.8% | +120.6% |
| 5Y | +419.0% | -13.0% | +432.1% | +327.0% |
| 10Y | +778.2% | +65.5% | +712.6% | +368.7% |
| All | +33,533.0% | +213.5% | +33,319.5% | +14,587.9% |
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