+836.6%
VLO vs ACM
+233.3%
+603.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -13.3% | +5.4% | -18.7% | -15.9% |
| 30D | -18.3% | +15.1% | -33.4% | -24.6% |
| 3M | +14.3% | -10.5% | +24.8% | +18.8% |
| 6M | +47.6% | -19.7% | +67.3% | +60.4% |
| YTD | +116.0% | -28.8% | +144.8% | +146.5% |
| 1Y | +101.0% | -47.9% | +148.9% | +171.7% |
| 3Y | +199.0% | -12.4% | +211.4% | +194.2% |
| 5Y | +419.0% | +0.6% | +418.5% | +364.6% |
| 10Y | +778.2% | +161.3% | +616.9% | +348.3% |
| All | +836.6% | +233.3% | +603.3% | +253.8% |
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 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