+148.5%
VLO vs ACM
-47.1%
+195.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +28.3% | -12.9% | +41.3% | +28.5% |
| 3M | +48.7% | -6.4% | +55.1% | +48.2% |
| 6M | +71.9% | -29.2% | +101.1% | +76.1% |
| YTD | +138.7% | -29.9% | +168.6% | +144.8% |
| 1Y | +148.5% | -47.3% | +195.7% | +165.0% |
| All | +148.5% | -47.1% | +195.6% | +165.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling