+18,733.2%
VLO vs ACGL
+5,005.0%
+13,728.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | -8.7% | +6.4% | -15.0% | -10.8% |
| 30D | -16.2% | +16.6% | -32.8% | -20.8% |
| 3M | +16.2% | +11.6% | +4.6% | +11.4% |
| 6M | +39.8% | +17.5% | +22.3% | +31.2% |
| YTD | +119.0% | +15.3% | +103.7% | +105.9% |
| 1Y | +110.8% | +26.3% | +84.5% | +91.5% |
| 3Y | +201.7% | +35.9% | +165.8% | +161.7% |
| 5Y | +426.2% | +168.2% | +258.0% | +248.8% |
| 10Y | +790.3% | +352.0% | +438.3% | +409.3% |
| All | +18,733.2% | +5,005.0% | +13,728.2% | +7,684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling