+473.2%
VLO vs ACGL
+173.3%
+300.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +9.6% | +2.2% | +7.5% | +9.0% |
| 30D | -17.4% | +12.3% | -29.7% | -20.2% |
| 3M | +10.8% | +11.8% | -1.0% | +7.1% |
| 6M | +56.9% | +17.5% | +39.5% | +49.2% |
| YTD | +136.8% | +14.3% | +122.5% | +125.8% |
| 1Y | +120.7% | +18.2% | +102.5% | +108.1% |
| 3Y | +231.9% | +33.2% | +198.8% | +194.6% |
| All | +473.2% | +173.3% | +300.0% | +221.3% |
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