+1,221.0%
VLO vs AG
+312.9%
+908.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.4% |
| 7D | -6.5% | +10.8% | -17.3% | -7.8% |
| 30D | -17.8% | -8.2% | -9.6% | -17.2% |
| 3M | +19.6% | -13.7% | +33.3% | +20.9% |
| 6M | +49.3% | -27.3% | +76.5% | +52.6% |
| YTD | +122.4% | -4.6% | +126.9% | +114.4% |
| 1Y | +107.4% | +39.4% | +68.1% | +88.8% |
| 3Y | +223.1% | +244.1% | -21.0% | +144.9% |
| 5Y | +432.2% | +16.8% | +415.4% | +353.2% |
| 10Y | +743.6% | +71.7% | +672.0% | +489.3% |
| All | +1,221.0% | +312.9% | +908.1% | +339.5% |
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