+189.2%
VLO vs AEM
+342.4%
-153.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.2% |
| 7D | +5.8% | +4.3% | +1.4% | +6.0% |
| 30D | +28.3% | +13.1% | +15.2% | +28.9% |
| 3M | +48.7% | +24.8% | +24.0% | +50.2% |
| 6M | +71.9% | -8.2% | +80.1% | +73.8% |
| YTD | +138.7% | +19.8% | +118.8% | +138.7% |
| 1Y | +148.5% | +32.1% | +116.4% | +148.2% |
| All | +189.2% | +342.4% | -153.2% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling