+120.6%
VLO vs AME
+21.1%
+99.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.6% | -1.1% | -6.5% |
| 7D | -6.0% | -4.4% | -1.5% | -6.7% |
| 30D | -12.9% | -5.9% | -7.0% | -13.7% |
| 3M | +18.3% | -6.5% | +24.9% | +16.9% |
| 6M | +46.4% | +3.2% | +43.2% | +49.3% |
| YTD | +127.7% | +16.0% | +111.7% | +132.3% |
| 1Y | +120.6% | +20.4% | +100.2% | +125.0% |
| All | +120.6% | +21.1% | +99.5% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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