+153.0%
VLO vs AEM
+32.6%
+120.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.4% |
| 7D | +5.3% | -2.1% | +7.4% | +5.1% |
| 30D | +18.2% | +8.4% | +9.8% | +19.1% |
| 3M | +53.3% | +27.3% | +26.1% | +56.6% |
| 6M | +70.4% | -9.7% | +80.1% | +74.5% |
| YTD | +143.4% | +19.0% | +124.4% | +140.3% |
| 1Y | +153.0% | +31.5% | +121.5% | +151.1% |
| All | +153.0% | +32.6% | +120.4% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling