+1,279.0%
VLO vs ALLE
+260.9%
+1,018.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +22.6% | -6.8% | +29.4% | +27.0% |
| 3M | +43.8% | +21.0% | +22.7% | +27.8% |
| 6M | +65.7% | +1.1% | +64.6% | +60.8% |
| YTD | +131.1% | -0.5% | +131.6% | +125.4% |
| 1Y | +143.6% | -7.3% | +150.9% | +145.9% |
| 3Y | +201.4% | +42.3% | +159.1% | +128.3% |
| 5Y | +568.9% | +13.5% | +555.4% | +464.4% |
| 10Y | +891.8% | +144.0% | +747.8% | +432.6% |
| All | +1,279.0% | +260.9% | +1,018.2% | +528.2% |
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