+444.3%
VLO vs ALC
+31.8%
+412.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -13.3% | +4.9% | -18.2% | -15.0% |
| 30D | -18.3% | +19.0% | -37.3% | -23.7% |
| 3M | +14.3% | +7.8% | +6.6% | +10.5% |
| 6M | +47.6% | +14.6% | +33.1% | +38.5% |
| YTD | +116.0% | -4.4% | +120.4% | +115.4% |
| 1Y | +101.0% | +1.4% | +99.6% | +95.1% |
| 3Y | +199.0% | +2.5% | +196.5% | +176.7% |
| 5Y | +419.0% | -10.9% | +429.9% | +405.8% |
| All | +444.3% | +31.8% | +412.5% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling