+148.5%
VLO vs ALM
+347.8%
-199.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.8% | -5.5% | +3.2% |
| 7D | +5.8% | +8.4% | -2.7% | +5.7% |
| 30D | +28.3% | +34.8% | -6.5% | +28.0% |
| 3M | +48.7% | +16.2% | +32.5% | +48.6% |
| 6M | +71.9% | +2.1% | +69.8% | +71.9% |
| YTD | +138.7% | +117.0% | +21.6% | +127.4% |
| 1Y | +148.5% | +313.9% | -165.4% | +126.9% |
| All | +148.5% | +347.8% | -199.3% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling