+673.4%
VLO vs ABCL
-81.0%
+754.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.2% |
| 7D | +6.8% | +4.4% | +2.4% | +6.5% |
| 30D | -17.9% | -7.9% | -10.0% | -17.7% |
| 3M | +13.5% | +12.2% | +1.3% | +12.3% |
| 6M | +53.0% | +134.7% | -81.7% | +44.7% |
| YTD | +133.7% | +239.8% | -106.0% | +114.7% |
| 1Y | +115.7% | +192.7% | -77.0% | +99.8% |
| 3Y | +231.9% | +187.6% | +44.3% | +198.0% |
| 5Y | +471.6% | -22.6% | +494.2% | +433.8% |
| All | +673.4% | -81.0% | +754.4% | +655.0% |
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