+210.5%
VLO vs ALLE
+92.8%
+117.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -19.1% | +25.9% | -45.1% | -21.4% |
| 3M | +11.4% | +14.9% | -3.5% | +9.6% |
| 6M | +46.7% | +42.1% | +4.6% | +38.7% |
| YTD | +118.6% | +20.4% | +98.2% | +115.8% |
| 1Y | +99.9% | +14.9% | +85.0% | +100.2% |
| 3Y | +210.5% | +90.1% | +120.4% | +152.6% |
| All | +210.5% | +92.8% | +117.7% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling