+473.2%
VLO vs ACM
+1.1%
+472.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +9.6% | +5.6% | +4.0% | +7.7% |
| 30D | -17.4% | +20.8% | -38.2% | -22.6% |
| 3M | +10.8% | +11.4% | -0.6% | +6.2% |
| 6M | +56.9% | +0.9% | +56.0% | +53.8% |
| YTD | +136.8% | -24.8% | +161.6% | +158.8% |
| 1Y | +120.7% | -46.4% | +167.1% | +185.0% |
| 3Y | +231.9% | -9.2% | +241.1% | +212.2% |
| All | +473.2% | +1.1% | +472.2% | +387.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling