+120.7%
VLO vs ALC
-6.0%
+126.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.8% |
| 7D | +9.6% | -1.1% | +10.7% | +9.5% |
| 30D | -17.4% | +16.0% | -33.4% | -16.0% |
| 3M | +10.8% | +0.8% | +9.9% | +12.3% |
| 6M | +56.9% | +16.8% | +40.1% | +59.3% |
| YTD | +136.8% | -5.5% | +142.3% | +135.0% |
| 1Y | +120.7% | -5.3% | +125.9% | +119.0% |
| All | +120.7% | -6.0% | +126.7% | +119.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling