+717.1%
VLO vs ALLE
+217.2%
+499.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -19.1% | +25.9% | -45.1% | -28.9% |
| 3M | +11.4% | +14.9% | -3.5% | +2.4% |
| 6M | +46.7% | +42.1% | +4.6% | +18.3% |
| YTD | +118.6% | +20.4% | +98.2% | +91.1% |
| 1Y | +99.9% | +14.9% | +85.0% | +79.4% |
| 3Y | +210.5% | +90.1% | +120.4% | +95.7% |
| 5Y | +432.7% | +53.0% | +379.7% | +271.5% |
| 10Y | +717.1% | +208.8% | +508.3% | +311.6% |
| All | +717.1% | +217.2% | +499.9% | +311.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling