+195.0%
VLO vs AUR
+84.2%
+110.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +18.2% | -6.4% | +24.6% | +18.5% |
| 3M | +53.3% | +7.7% | +45.6% | +52.4% |
| 6M | +70.4% | +44.5% | +25.9% | +65.4% |
| YTD | +143.4% | +67.4% | +75.9% | +133.6% |
| 1Y | +153.0% | +15.4% | +137.6% | +147.7% |
| 3Y | +195.0% | +94.8% | +100.1% | +162.1% |
| All | +195.0% | +84.2% | +110.7% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling