+560.5%
VLO vs ACGL
+161.8%
+398.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +5.2% | -0.7% | +6.0% | +5.4% |
| 30D | +22.6% | -1.0% | +23.6% | +22.9% |
| 3M | +43.8% | +11.0% | +32.7% | +39.0% |
| 6M | +65.7% | -0.3% | +66.1% | +65.1% |
| YTD | +131.1% | +2.3% | +128.8% | +127.8% |
| 1Y | +143.6% | +6.4% | +137.3% | +136.5% |
| 3Y | +201.4% | +34.0% | +167.4% | +162.7% |
| All | +560.5% | +161.8% | +398.7% | +303.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling