+36,773.5%
VLO vs AEM
+3,071.7%
+33,701.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | -6.8% | +16.5% | +10.3% |
| 30D | -17.4% | +0.8% | -18.2% | -17.7% |
| 3M | +10.8% | -0.8% | +11.6% | +10.2% |
| 6M | +56.9% | -8.5% | +65.5% | +56.8% |
| YTD | +136.8% | +5.9% | +130.8% | +131.7% |
| 1Y | +120.7% | +6.6% | +114.1% | +115.6% |
| 3Y | +231.9% | +302.2% | -70.3% | +179.6% |
| 5Y | +479.0% | +250.8% | +228.2% | +389.4% |
| 10Y | +792.2% | +406.1% | +386.1% | +596.8% |
| All | +36,773.5% | +3,071.7% | +33,701.7% | +23,302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling