+1,182.9%
VLO vs AG
+294.5%
+888.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | -13.3% | +6.3% | -19.6% | -14.1% |
| 30D | -18.3% | -8.9% | -9.4% | -17.7% |
| 3M | +14.3% | -12.2% | +26.5% | +15.2% |
| 6M | +47.6% | -28.3% | +75.9% | +51.2% |
| YTD | +116.0% | -8.8% | +124.8% | +109.5% |
| 1Y | +101.0% | +39.4% | +61.7% | +82.8% |
| 3Y | +199.0% | +229.4% | -30.4% | +127.9% |
| 5Y | +419.0% | +14.5% | +404.5% | +342.8% |
| 10Y | +778.2% | +82.7% | +695.5% | +504.7% |
| All | +1,182.9% | +294.5% | +888.4% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling