+1,272.8%
VLO vs AG
+445.6%
+827.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | +5.2% | +1.0% | +4.2% | +5.0% |
| 30D | +22.6% | +19.2% | +3.4% | +19.4% |
| 3M | +43.8% | +6.2% | +37.6% | +41.2% |
| 6M | +65.7% | -26.7% | +92.4% | +69.1% |
| YTD | +131.1% | +26.1% | +105.0% | +116.2% |
| 1Y | +143.6% | +131.7% | +12.0% | +106.4% |
| 3Y | +201.4% | +255.3% | -54.0% | +128.4% |
| 5Y | +568.9% | +61.9% | +507.0% | +447.9% |
| 10Y | +891.8% | +72.0% | +819.8% | +600.7% |
| All | +1,272.8% | +445.6% | +827.1% | +343.0% |
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 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