+199.0%
VLO vs ALLE
+88.9%
+110.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -13.3% | -0.6% | -12.8% | -13.3% |
| 30D | -18.3% | +25.3% | -43.6% | -20.6% |
| 3M | +14.3% | +10.3% | +4.1% | +13.0% |
| 6M | +47.6% | +38.0% | +9.6% | +39.9% |
| YTD | +116.0% | +17.8% | +98.2% | +113.5% |
| 1Y | +101.0% | +13.6% | +87.4% | +100.9% |
| 3Y | +199.0% | +89.2% | +109.8% | +135.8% |
| All | +199.0% | +88.9% | +110.1% | +135.8% |
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