+501.5%
VLO vs ALC
+21.6%
+480.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +4.0% |
| 7D | +5.8% | -3.7% | +9.4% | +7.2% |
| 30D | +28.3% | -3.7% | +32.1% | +30.1% |
| 3M | +48.7% | +4.6% | +44.2% | +45.5% |
| 6M | +71.9% | -14.6% | +86.5% | +80.5% |
| YTD | +138.7% | -11.9% | +150.5% | +146.6% |
| 1Y | +148.5% | -13.1% | +161.6% | +157.0% |
| 3Y | +192.7% | -15.0% | +207.7% | +195.8% |
| 5Y | +601.6% | -16.2% | +617.8% | +595.1% |
| All | +501.5% | +21.6% | +480.0% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling