+195.0%
VLO vs AGG
+12.5%
+182.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | +5.3% | -1.1% | +6.4% | +4.5% |
| 30D | +18.2% | -1.1% | +19.4% | +17.3% |
| 3M | +53.3% | -1.9% | +55.3% | +51.4% |
| 6M | +70.4% | -1.7% | +72.1% | +68.9% |
| YTD | +143.4% | -1.3% | +144.7% | +141.3% |
| 1Y | +153.0% | -0.7% | +153.7% | +151.2% |
| 3Y | +195.0% | +12.5% | +182.5% | +193.2% |
| All | +195.0% | +12.5% | +182.5% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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