+778.9%
VLO vs ACGL
+322.9%
+456.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | -1.2% | +8.0% | +7.5% |
| 30D | -17.9% | +12.8% | -30.6% | -23.9% |
| 3M | +13.5% | +12.3% | +1.3% | +5.3% |
| 6M | +53.0% | +15.8% | +37.2% | +38.2% |
| YTD | +133.7% | +13.9% | +119.9% | +111.2% |
| 1Y | +115.7% | +19.0% | +96.6% | +89.2% |
| 3Y | +231.9% | +33.7% | +198.3% | +155.6% |
| 5Y | +471.6% | +173.4% | +298.2% | +140.2% |
| All | +778.9% | +322.9% | +456.0% | +196.2% |
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