+195.5%
VLO vs AG
+274.2%
-78.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +5.2% | +1.0% | +4.2% | +5.2% |
| 30D | +22.6% | +19.2% | +3.4% | +21.6% |
| 3M | +43.8% | +6.2% | +37.6% | +43.2% |
| 6M | +65.7% | -26.7% | +92.4% | +68.7% |
| YTD | +131.1% | +26.1% | +105.0% | +123.8% |
| 1Y | +143.6% | +131.7% | +12.0% | +122.9% |
| All | +195.5% | +274.2% | -78.7% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling