+120.6%
VLO vs ACI
-18.4%
+139.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.3% | -6.2% |
| 7D | -6.0% | +4.5% | -10.4% | -6.5% |
| 30D | -12.9% | +20.9% | -33.7% | -15.2% |
| 3M | +18.3% | +15.2% | +3.1% | +15.8% |
| 6M | +46.4% | -13.3% | +59.8% | +49.7% |
| YTD | +127.7% | -16.2% | +143.9% | +132.3% |
| 1Y | +120.6% | -16.9% | +137.5% | +125.5% |
| All | +120.6% | -18.4% | +139.0% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling