+768.4%
VLO vs ACGL
+337.7%
+430.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.4% |
| 7D | -13.3% | +0.9% | -14.2% | -14.0% |
| 30D | -18.3% | +13.7% | -32.0% | -24.7% |
| 3M | +14.3% | +8.0% | +6.3% | +8.5% |
| 6M | +47.6% | +13.3% | +34.4% | +35.2% |
| YTD | +116.0% | +11.8% | +104.1% | +97.3% |
| 1Y | +101.0% | +22.2% | +78.8% | +73.1% |
| 3Y | +199.0% | +32.5% | +166.5% | +131.2% |
| 5Y | +419.0% | +160.2% | +258.9% | +126.2% |
| All | +768.4% | +337.7% | +430.8% | +186.9% |
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