+560.5%
VLO vs AME
+82.5%
+478.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +22.6% | -6.7% | +29.3% | +25.3% |
| 3M | +43.8% | +4.1% | +39.7% | +41.3% |
| 6M | +65.7% | +1.6% | +64.2% | +63.3% |
| YTD | +131.1% | +16.1% | +115.0% | +114.3% |
| 1Y | +143.6% | +27.3% | +116.3% | +115.9% |
| 3Y | +201.4% | +50.9% | +150.5% | +145.5% |
| All | +560.5% | +82.5% | +478.0% | +390.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling