+35,889.1%
VLO vs AME
+18,709.1%
+17,180.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | +22.6% | -6.7% | +29.3% | +26.4% |
| 3M | +43.8% | +4.1% | +39.7% | +40.4% |
| 6M | +65.7% | +1.6% | +64.2% | +61.8% |
| YTD | +131.1% | +16.1% | +115.0% | +111.8% |
| 1Y | +143.6% | +27.3% | +116.3% | +113.0% |
| 3Y | +201.4% | +50.9% | +150.5% | +141.2% |
| 5Y | +568.9% | +81.4% | +487.5% | +384.9% |
| 10Y | +891.8% | +417.0% | +474.8% | +372.9% |
| All | +35,889.1% | +18,709.1% | +17,180.0% | +7,962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling