+420.0%
VLO vs ACGL
+159.2%
+260.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | -13.3% | +0.9% | -14.2% | -13.6% |
| 30D | -18.3% | +13.7% | -32.0% | -21.3% |
| 3M | +14.3% | +8.0% | +6.3% | +11.6% |
| 6M | +47.6% | +13.3% | +34.4% | +41.8% |
| YTD | +116.0% | +11.8% | +104.1% | +107.2% |
| 1Y | +101.0% | +22.2% | +78.8% | +87.2% |
| 3Y | +199.0% | +32.5% | +166.5% | +165.3% |
| All | +420.0% | +159.2% | +260.7% | +198.4% |
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