+1,206.5%
VLO vs ALLE
+331.3%
+875.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.4% |
| 7D | -8.7% | 0.0% | -8.7% | -8.8% |
| 30D | -16.2% | +20.6% | -36.8% | -24.6% |
| 3M | +16.2% | +11.4% | +4.7% | +8.5% |
| 6M | +39.8% | +42.5% | -2.8% | +12.5% |
| YTD | +119.0% | +18.9% | +100.1% | +92.7% |
| 1Y | +110.8% | +14.2% | +96.7% | +89.6% |
| 3Y | +201.7% | +90.7% | +111.0% | +92.7% |
| 5Y | +426.2% | +52.5% | +373.7% | +269.6% |
| 10Y | +790.3% | +231.2% | +559.1% | +306.0% |
| All | +1,206.5% | +331.3% | +875.2% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling