+195.5%
VLO vs ALC
-13.4%
+208.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +5.2% | -2.1% | +7.3% | +5.5% |
| 30D | +22.6% | -0.1% | +22.7% | +22.6% |
| 3M | +43.8% | +5.9% | +37.9% | +42.4% |
| 6M | +65.7% | -15.9% | +81.7% | +70.3% |
| YTD | +131.1% | -10.1% | +141.2% | +133.8% |
| 1Y | +143.6% | -10.2% | +153.9% | +146.2% |
| All | +195.5% | -13.4% | +208.8% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling