+99.9%
VLO vs ACI
-21.6%
+121.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | -9.5% | -0.6% | -8.9% | -9.5% |
| 30D | -19.1% | +9.5% | -28.7% | -20.3% |
| 3M | +11.4% | +10.1% | +1.3% | +9.5% |
| 6M | +46.7% | -15.4% | +62.1% | +50.5% |
| YTD | +118.6% | -19.5% | +138.2% | +124.0% |
| 1Y | +99.9% | -21.0% | +120.9% | +106.7% |
| All | +99.9% | -21.6% | +121.4% | +106.7% |
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