+460.5%
VLO vs ALC
+32.2%
+428.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -6.5% | +2.1% | -8.5% | -7.4% |
| 30D | -17.8% | +17.2% | -35.0% | -22.7% |
| 3M | +19.6% | +4.6% | +15.0% | +16.9% |
| 6M | +49.3% | +20.1% | +29.2% | +37.5% |
| YTD | +122.4% | -4.2% | +126.6% | +121.6% |
| 1Y | +107.4% | +2.1% | +105.4% | +100.8% |
| 3Y | +223.1% | +4.5% | +218.6% | +196.2% |
| 5Y | +432.2% | -12.3% | +444.6% | +425.7% |
| All | +460.5% | +32.2% | +428.4% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling