+754.3%
VLO vs ALLE
+212.2%
+542.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -16.6% | +27.4% | -43.9% | -27.0% |
| 3M | +12.3% | +13.8% | -1.6% | +3.8% |
| 6M | +47.8% | +45.5% | +2.4% | +17.7% |
| YTD | +126.7% | +21.4% | +105.3% | +97.4% |
| 1Y | +105.4% | +15.4% | +90.0% | +84.0% |
| 3Y | +222.0% | +91.7% | +130.3% | +102.1% |
| 5Y | +449.8% | +54.5% | +395.3% | +281.4% |
| 10Y | +754.3% | +210.5% | +543.8% | +332.4% |
| All | +754.3% | +212.2% | +542.2% | +332.4% |
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 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