+609.6%
VLO vs AGG
-2.5%
+612.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -1.3% |
| 7D | +4.0% | -0.9% | +4.9% | +3.4% |
| 30D | +19.0% | -1.0% | +20.0% | +18.3% |
| 3M | +50.0% | -1.3% | +51.3% | +48.9% |
| 6M | +79.1% | -2.1% | +81.2% | +77.4% |
| YTD | +140.3% | -1.2% | +141.5% | +138.9% |
| 1Y | +148.3% | -0.5% | +148.8% | +147.7% |
| 3Y | +194.6% | +12.4% | +182.2% | +207.9% |
| 5Y | +609.6% | -2.4% | +612.0% | +480.8% |
| All | +609.6% | -2.5% | +612.1% | +480.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling