+8,180.1%
VLO vs AGI
+5,459.2%
+2,721.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +22.6% | +18.2% | +4.4% | +20.7% |
| 3M | +43.8% | -4.1% | +47.9% | +43.6% |
| 6M | +65.7% | -28.7% | +94.5% | +69.1% |
| YTD | +131.1% | -4.0% | +135.1% | +128.8% |
| 1Y | +143.6% | +17.4% | +126.2% | +136.0% |
| 3Y | +201.4% | +203.0% | -1.6% | +163.7% |
| 5Y | +568.9% | +376.7% | +192.2% | +454.4% |
| 10Y | +891.8% | +407.5% | +484.3% | +658.5% |
| All | +8,180.1% | +5,459.2% | +2,721.0% | +4,427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling