+199.0%
VLO vs ACGL
+31.5%
+167.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.9% |
| 7D | -13.3% | +0.9% | -14.2% | -13.5% |
| 30D | -18.3% | +13.7% | -32.0% | -20.2% |
| 3M | +14.3% | +8.0% | +6.3% | +12.6% |
| 6M | +47.6% | +13.3% | +34.4% | +44.0% |
| YTD | +116.0% | +11.8% | +104.1% | +110.4% |
| 1Y | +101.0% | +22.2% | +78.8% | +91.7% |
| 3Y | +199.0% | +32.5% | +166.5% | +188.0% |
| All | +199.0% | +31.5% | +167.5% | +188.0% |
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