+609.6%
VLO vs AUR
-36.2%
+645.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | +19.0% | -8.9% | +27.9% | +19.3% |
| 3M | +50.0% | +4.6% | +45.3% | +49.4% |
| 6M | +79.1% | +44.9% | +34.3% | +75.3% |
| YTD | +140.3% | +64.8% | +75.4% | +133.5% |
| 1Y | +148.3% | +16.4% | +132.0% | +144.5% |
| 3Y | +194.6% | +85.1% | +109.5% | +179.5% |
| 5Y | +609.6% | -36.1% | +645.7% | +554.3% |
| All | +609.6% | -36.2% | +645.8% | +554.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling