+683.5%
VLO vs ABCL
-81.2%
+764.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +9.6% | -3.3% | +12.9% | +9.8% |
| 30D | -17.4% | -7.1% | -10.3% | -17.2% |
| 3M | +10.8% | +4.7% | +6.0% | +9.9% |
| 6M | +56.9% | +140.9% | -83.9% | +48.2% |
| YTD | +136.8% | +236.0% | -99.2% | +117.6% |
| 1Y | +120.7% | +217.4% | -96.7% | +103.4% |
| 3Y | +231.9% | +188.7% | +43.2% | +197.9% |
| 5Y | +479.0% | -23.5% | +502.5% | +441.1% |
| All | +683.5% | -81.2% | +764.7% | +665.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling