+476.5%
VLO vs AUR
-34.9%
+511.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +3.2% |
| 7D | +5.8% | +19.2% | -13.5% | +5.0% |
| 30D | +28.3% | -7.8% | +36.1% | +28.6% |
| 3M | +48.7% | +4.0% | +44.7% | +48.2% |
| 6M | +71.9% | +45.0% | +26.9% | +68.2% |
| YTD | +138.7% | +69.5% | +69.1% | +131.7% |
| 1Y | +148.5% | +13.0% | +135.4% | +144.9% |
| 3Y | +192.7% | +90.4% | +102.3% | +177.3% |
| 5Y | +601.6% | -34.2% | +635.8% | +531.2% |
| All | +476.5% | -34.9% | +511.4% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling