+911.8%
VLO vs AIG
+65.5%
+846.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -2.4% | +6.4% | +5.5% |
| 30D | +19.0% | -2.9% | +21.9% | +21.1% |
| 3M | +50.0% | +0.8% | +49.2% | +48.4% |
| 6M | +79.1% | -2.7% | +81.8% | +79.3% |
| YTD | +140.3% | -11.2% | +151.5% | +154.2% |
| 1Y | +148.3% | -1.5% | +149.8% | +142.9% |
| 3Y | +194.6% | +34.4% | +160.3% | +127.1% |
| 5Y | +609.6% | +54.4% | +555.2% | +376.9% |
| All | +911.8% | +65.5% | +846.3% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling