+231.9%
VLO vs AGI
+127.5%
+104.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +9.6% | -10.1% | +19.8% | +9.1% |
| 30D | -17.4% | -6.5% | -10.9% | -17.4% |
| 3M | +10.8% | -12.8% | +23.6% | +10.5% |
| 6M | +56.9% | -34.3% | +91.3% | +56.8% |
| YTD | +136.8% | -25.6% | +162.4% | +134.7% |
| 1Y | +120.7% | -14.2% | +134.9% | +118.2% |
| 3Y | +231.9% | +127.3% | +104.6% | +209.3% |
| All | +231.9% | +127.5% | +104.5% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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