+420.0%
VLO vs ALC
-11.2%
+431.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -13.3% | +4.9% | -18.2% | -13.9% |
| 30D | -18.3% | +19.0% | -37.3% | -20.2% |
| 3M | +14.3% | +7.8% | +6.6% | +13.2% |
| 6M | +47.6% | +14.6% | +33.1% | +44.4% |
| YTD | +116.0% | -4.4% | +120.4% | +116.7% |
| 1Y | +101.0% | +1.4% | +99.6% | +99.4% |
| 3Y | +199.0% | +2.5% | +196.5% | +194.5% |
| All | +420.0% | -11.2% | +431.2% | +429.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling