+103.3%
VLO vs ALC
+2.0%
+101.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | -6.5% | +2.1% | -8.5% | -6.0% |
| 30D | -17.8% | +17.2% | -35.0% | -16.2% |
| 3M | +19.6% | +4.6% | +15.0% | +21.5% |
| 6M | +49.3% | +20.1% | +29.2% | +51.7% |
| YTD | +122.4% | -4.2% | +126.6% | +121.9% |
| All | +103.3% | +2.0% | +101.3% | +103.9% |
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