+601.6%
VLO vs ACI
-44.9%
+646.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +3.7% |
| 7D | +5.8% | -2.6% | +8.3% | +6.1% |
| 30D | +28.3% | +1.1% | +27.3% | +28.1% |
| 3M | +48.7% | -23.6% | +72.4% | +53.5% |
| 6M | +71.9% | -29.9% | +101.9% | +79.5% |
| YTD | +138.7% | -26.9% | +165.5% | +147.3% |
| 1Y | +148.5% | -34.2% | +182.7% | +161.0% |
| 3Y | +192.7% | -43.6% | +236.3% | +213.9% |
| 5Y | +601.6% | -42.4% | +644.0% | +657.0% |
| All | +601.6% | -44.9% | +646.5% | +657.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling