+432.7%
VLO vs ALLE
+53.5%
+379.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.9% |
| 3M | +11.4% | +14.9% | -3.5% | +8.1% |
| 6M | +46.7% | +42.1% | +4.6% | +34.8% |
| YTD | +118.6% | +20.4% | +98.2% | +109.6% |
| 1Y | +99.9% | +14.9% | +85.0% | +94.2% |
| 3Y | +210.5% | +90.1% | +120.4% | +155.2% |
| 5Y | +432.7% | +53.0% | +379.7% | +366.6% |
| All | +432.7% | +53.5% | +379.2% | +366.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling