+19,778.2%
VLO vs ACGL
+4,429.2%
+15,349.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | +5.2% | -0.7% | +6.0% | +5.5% |
| 30D | +22.6% | -1.0% | +23.6% | +23.0% |
| 3M | +43.8% | +11.0% | +32.7% | +38.0% |
| 6M | +65.7% | -0.3% | +66.1% | +64.8% |
| YTD | +131.1% | +2.3% | +128.8% | +127.3% |
| 1Y | +143.6% | +6.4% | +137.3% | +135.4% |
| 3Y | +201.4% | +34.0% | +167.4% | +162.3% |
| 5Y | +568.9% | +161.6% | +407.2% | +347.2% |
| 10Y | +891.8% | +278.6% | +613.2% | +501.8% |
| All | +19,778.2% | +4,429.2% | +15,349.0% | +8,493.7% |
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