+195.5%
VLO vs ACM
-19.2%
+214.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | -3.7% | +9.0% | +6.0% |
| 30D | +22.6% | -11.1% | +33.7% | +25.3% |
| 3M | +43.8% | -8.0% | +51.8% | +45.3% |
| 6M | +65.7% | -29.7% | +95.4% | +81.1% |
| YTD | +131.1% | -29.4% | +160.5% | +150.3% |
| 1Y | +143.6% | -46.4% | +190.1% | +192.3% |
| All | +195.5% | -19.2% | +214.7% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling