+900.2%
VLO vs ACM
+128.0%
+772.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.7% |
| 7D | +5.8% | -0.3% | +6.0% | +5.9% |
| 30D | +28.3% | -12.9% | +41.3% | +36.9% |
| 3M | +48.7% | -6.4% | +55.1% | +50.7% |
| 6M | +71.9% | -29.2% | +101.1% | +102.7% |
| YTD | +138.7% | -29.9% | +168.6% | +179.6% |
| 1Y | +148.5% | -47.3% | +195.7% | +243.5% |
| 3Y | +192.7% | -19.6% | +212.3% | +199.8% |
| 5Y | +601.6% | +5.5% | +596.1% | +485.0% |
| 10Y | +900.2% | +129.7% | +770.5% | +406.2% |
| All | +900.2% | +128.0% | +772.2% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling