+560.5%
VLO vs ALLE
+13.7%
+546.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +22.6% | -6.8% | +29.4% | +24.4% |
| 3M | +43.8% | +21.0% | +22.7% | +36.8% |
| 6M | +65.7% | +1.1% | +64.6% | +64.9% |
| YTD | +131.1% | -0.5% | +131.6% | +130.7% |
| 1Y | +143.6% | -7.3% | +150.9% | +147.6% |
| 3Y | +201.4% | +42.3% | +159.1% | +166.4% |
| All | +560.5% | +13.7% | +546.8% | +493.8% |
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 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