+892.5%
VLO vs ARES
+1,188.6%
-296.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.0% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -16.6% | +16.7% | -33.3% | -20.6% |
| 3M | +12.3% | -2.6% | +14.9% | +12.4% |
| 6M | +47.8% | +13.0% | +34.9% | +40.1% |
| YTD | +126.7% | -11.7% | +138.5% | +128.3% |
| 1Y | +105.4% | -6.7% | +112.0% | +102.5% |
| 3Y | +222.0% | +40.5% | +181.5% | +169.4% |
| 5Y | +449.8% | +88.2% | +361.6% | +301.3% |
| 10Y | +754.3% | +1,131.0% | -376.6% | +276.7% |
| All | +892.5% | +1,188.6% | -296.0% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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