+223.1%
VLO vs AME
+63.1%
+159.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.8% |
| 7D | -6.5% | -1.5% | -5.0% | -6.0% |
| 30D | -17.8% | -4.2% | -13.6% | -16.9% |
| 3M | +19.6% | -5.9% | +25.5% | +21.3% |
| 6M | +49.3% | +2.8% | +46.5% | +47.2% |
| YTD | +122.4% | +16.6% | +105.8% | +105.5% |
| 1Y | +107.4% | +22.1% | +85.3% | +87.2% |
| 3Y | +223.1% | +64.7% | +158.4% | +154.7% |
| All | +223.1% | +63.1% | +159.9% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling