+911.8%
VLO vs AME
+427.9%
+483.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | +19.0% | -8.6% | +27.6% | +26.2% |
| 3M | +50.0% | +5.8% | +44.2% | +43.1% |
| 6M | +79.1% | +3.8% | +75.3% | +69.8% |
| YTD | +140.3% | +14.4% | +125.8% | +111.0% |
| 1Y | +148.3% | +25.8% | +122.6% | +101.7% |
| 3Y | +194.6% | +55.2% | +139.5% | +97.5% |
| 5Y | +609.6% | +85.5% | +524.1% | +294.4% |
| All | +911.8% | +427.9% | +483.9% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling