+717.1%
VLO vs ACGL
+332.0%
+385.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.3% |
| 7D | -9.5% | +1.3% | -10.8% | -10.3% |
| 30D | -19.1% | +14.2% | -33.3% | -25.7% |
| 3M | +11.4% | +11.1% | +0.3% | +3.9% |
| 6M | +46.7% | +16.4% | +30.4% | +32.2% |
| YTD | +118.6% | +13.8% | +104.8% | +97.7% |
| 1Y | +99.9% | +21.6% | +78.3% | +72.9% |
| 3Y | +210.5% | +33.5% | +176.9% | +139.2% |
| 5Y | +432.7% | +174.8% | +257.8% | +122.9% |
| 10Y | +717.1% | +330.4% | +386.8% | +170.8% |
| All | +717.1% | +332.0% | +385.1% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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