+487.9%
VLO vs AUR
-35.7%
+523.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +5.3% | +1.4% | +3.9% | +5.3% |
| 30D | +18.2% | -6.4% | +24.6% | +18.4% |
| 3M | +53.3% | +7.7% | +45.6% | +52.6% |
| 6M | +70.4% | +44.5% | +25.9% | +66.8% |
| YTD | +143.4% | +67.4% | +75.9% | +136.4% |
| 1Y | +153.0% | +15.4% | +137.6% | +149.2% |
| 3Y | +195.0% | +94.8% | +100.1% | +179.3% |
| 5Y | +618.8% | -35.1% | +653.9% | +546.6% |
| All | +487.9% | -35.7% | +523.6% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling