+489.1%
VLO vs ALC
+26.4%
+462.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +6.8% | -6.2% | +12.9% | +9.1% |
| 30D | -17.9% | +14.0% | -31.9% | -22.1% |
| 3M | +13.5% | -2.4% | +15.9% | +13.7% |
| 6M | +53.0% | +12.6% | +40.4% | +44.3% |
| YTD | +133.7% | -8.4% | +142.1% | +136.5% |
| 1Y | +115.7% | -9.1% | +124.8% | +118.6% |
| 3Y | +231.9% | -0.3% | +232.2% | +209.2% |
| 5Y | +471.6% | -9.9% | +481.5% | +444.0% |
| All | +489.1% | +26.4% | +462.8% | +299.9% |
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