+148.5%
VLO vs ALC
-12.7%
+161.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.2% |
| 7D | +5.8% | -3.7% | +9.4% | +5.7% |
| 30D | +28.3% | -3.7% | +32.1% | +28.2% |
| 3M | +48.7% | +4.6% | +44.2% | +49.1% |
| 6M | +71.9% | -14.6% | +86.5% | +71.9% |
| YTD | +138.7% | -11.9% | +150.5% | +136.0% |
| 1Y | +148.5% | -13.1% | +161.6% | +138.9% |
| All | +148.5% | -12.7% | +161.2% | +138.9% |
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 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