+103.3%
VLO vs ACM
-46.1%
+149.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +3.0% |
| 7D | -6.5% | +6.9% | -13.4% | -6.4% |
| 30D | -17.8% | +19.1% | -36.8% | -17.6% |
| 3M | +19.6% | -6.9% | +26.5% | +20.0% |
| 6M | +49.3% | -12.0% | +61.3% | +50.5% |
| YTD | +122.4% | -25.1% | +147.5% | +129.2% |
| All | +103.3% | -46.1% | +149.4% | +120.7% |
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