+120.6%
VLO vs ALLE
+18.6%
+102.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.5% | -5.4% |
| 7D | -6.0% | +6.7% | -12.6% | -4.7% |
| 30D | -12.9% | +25.4% | -38.3% | -9.4% |
| 3M | +18.3% | +16.9% | +1.4% | +21.9% |
| 6M | +46.4% | +46.6% | -0.1% | +54.8% |
| YTD | +127.7% | +22.4% | +105.3% | +147.8% |
| 1Y | +120.6% | +17.7% | +102.9% | +143.4% |
| All | +120.6% | +18.6% | +102.1% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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