+864.4%
VLO vs ACM
+250.7%
+613.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +0.2% |
| 7D | -6.5% | +6.9% | -13.4% | -9.9% |
| 30D | -17.8% | +19.1% | -36.8% | -25.5% |
| 3M | +19.6% | -6.9% | +26.5% | +21.7% |
| 6M | +49.3% | -12.0% | +61.3% | +54.4% |
| YTD | +122.4% | -25.1% | +147.5% | +147.0% |
| 1Y | +107.4% | -45.4% | +152.9% | +173.5% |
| 3Y | +223.1% | -6.9% | +230.0% | +207.5% |
| 5Y | +432.2% | +3.7% | +428.5% | +368.8% |
| 10Y | +743.6% | +135.8% | +607.9% | +355.2% |
| All | +864.4% | +250.7% | +613.8% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling