+560.5%
VLO vs ACM
+5.0%
+555.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | -3.7% | +9.0% | +6.6% |
| 30D | +22.6% | -11.1% | +33.7% | +27.1% |
| 3M | +43.8% | -8.0% | +51.8% | +46.3% |
| 6M | +65.7% | -29.7% | +95.4% | +88.2% |
| YTD | +131.1% | -29.4% | +160.5% | +159.4% |
| 1Y | +143.6% | -46.4% | +190.1% | +211.8% |
| 3Y | +201.4% | -22.3% | +223.7% | +207.2% |
| All | +560.5% | +5.0% | +555.6% | +448.3% |
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