+202.4%
VLO vs ACGL
+34.2%
+168.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +5.2% | -0.7% | +6.0% | +5.3% |
| 30D | +22.6% | -1.0% | +23.6% | +22.8% |
| 3M | +43.8% | +11.0% | +32.7% | +40.8% |
| 6M | +65.7% | -0.3% | +66.1% | +65.4% |
| YTD | +131.1% | +2.3% | +128.8% | +129.0% |
| 1Y | +143.6% | +6.4% | +137.3% | +139.0% |
| All | +202.4% | +34.2% | +168.2% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling