+1,188.8%
VLO vs ALLE
+327.3%
+861.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -0.9% |
| 7D | -13.3% | -0.6% | -12.8% | -13.2% |
| 30D | -18.3% | +25.3% | -43.6% | -27.9% |
| 3M | +14.3% | +10.3% | +4.1% | +7.4% |
| 6M | +47.6% | +38.0% | +9.6% | +21.0% |
| YTD | +116.0% | +17.8% | +98.2% | +91.0% |
| 1Y | +101.0% | +13.6% | +87.4% | +81.2% |
| 3Y | +199.0% | +89.2% | +109.8% | +91.7% |
| 5Y | +419.0% | +51.1% | +368.0% | +266.4% |
| 10Y | +778.2% | +228.1% | +550.1% | +302.4% |
| All | +1,188.8% | +327.3% | +861.5% | +432.2% |
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