+217.8%
VLO vs AEM
+318.0%
-100.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.5% |
| 7D | -0.4% | +1.4% | -1.8% | -0.3% |
| 30D | -16.6% | -1.2% | -15.4% | -16.3% |
| 3M | +12.3% | +2.5% | +9.7% | +12.9% |
| 6M | +47.8% | -5.1% | +52.9% | +49.1% |
| YTD | +126.7% | +10.4% | +116.3% | +127.4% |
| 1Y | +105.4% | +11.8% | +93.6% | +105.9% |
| All | +217.8% | +318.0% | -100.1% | +188.8% |
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