+1,366.4%
VLO vs ALM
+3,507.4%
-2,141.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.4% |
| 7D | -13.3% | -6.7% | -6.6% | -13.3% |
| 30D | -18.3% | -32.9% | +14.6% | -18.2% |
| 3M | +14.3% | -39.5% | +53.8% | +14.4% |
| 6M | +47.6% | -62.0% | +109.6% | +47.9% |
| YTD | +116.0% | -7.8% | +123.8% | +115.8% |
| 1Y | +101.0% | +26.7% | +74.3% | +100.7% |
| 3Y | +199.0% | +825.4% | -626.3% | +196.7% |
| 5Y | +419.0% | +401.2% | +17.8% | +415.3% |
| 10Y | +778.2% | +2,074.0% | -1,295.8% | +768.8% |
| All | +1,366.4% | +3,507.4% | -2,141.0% | +1,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling