+192.7%
VLO vs AME
+55.3%
+137.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.8% | +2.8% | +3.0% | +5.0% |
| 30D | +28.3% | -6.3% | +34.6% | +30.5% |
| 3M | +48.7% | +5.4% | +43.4% | +46.0% |
| 6M | +71.9% | +7.4% | +64.5% | +66.1% |
| YTD | +138.7% | +16.2% | +122.5% | +122.0% |
| 1Y | +148.5% | +26.8% | +121.6% | +120.8% |
| 3Y | +192.7% | +57.5% | +135.2% | +139.2% |
| All | +192.7% | +55.3% | +137.4% | +139.2% |
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