+193.8%
VLO vs AIG
+33.4%
+160.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +6.2% | -1.4% | +7.7% | +6.7% |
| 30D | +23.5% | -3.3% | +26.8% | +24.6% |
| 3M | +53.9% | +2.2% | +51.7% | +52.3% |
| 6M | +81.7% | -2.1% | +83.8% | +81.6% |
| YTD | +142.5% | -11.2% | +153.7% | +151.3% |
| 1Y | +145.4% | -2.1% | +147.6% | +143.2% |
| All | +193.8% | +33.4% | +160.5% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling