+754.3%
VLO vs AG
+72.5%
+681.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | -0.4% | -4.0% | +3.6% | -0.2% |
| 30D | -16.6% | -13.1% | -3.5% | -16.0% |
| 3M | +12.3% | -22.0% | +34.3% | +13.7% |
| 6M | +47.8% | -37.3% | +85.1% | +51.4% |
| YTD | +126.7% | -11.2% | +137.9% | +122.9% |
| 1Y | +105.4% | +23.9% | +81.4% | +95.7% |
| 3Y | +222.0% | +225.1% | -3.2% | +174.1% |
| 5Y | +449.8% | +7.7% | +442.1% | +399.4% |
| 10Y | +754.3% | +86.9% | +667.4% | +636.0% |
| All | +754.3% | +72.5% | +681.8% | +636.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling