+857.1%
VLO vs ARES
+1,202.8%
-345.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | +8.1% | -17.7% | -11.7% |
| 30D | -19.1% | +18.9% | -38.1% | -23.4% |
| 3M | +11.4% | +2.3% | +9.0% | +9.9% |
| 6M | +46.7% | +12.7% | +34.0% | +39.1% |
| YTD | +118.6% | -10.8% | +129.4% | +119.5% |
| 1Y | +99.9% | -5.3% | +105.2% | +96.3% |
| 3Y | +210.5% | +42.0% | +168.4% | +159.0% |
| 5Y | +432.7% | +88.3% | +344.4% | +289.0% |
| 10Y | +717.1% | +1,148.2% | -431.1% | +259.0% |
| All | +857.1% | +1,202.8% | -345.7% | +299.3% |
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