-24.7%
ACN vs VALE
+60.7%
-85.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.3% |
| 7D | -1.5% | +1.6% | -3.1% | -1.4% |
| 30D | +9.4% | +5.1% | +4.2% | +9.8% |
| 3M | +5.6% | -0.4% | +6.1% | +6.0% |
| 6M | -9.3% | -2.2% | -7.0% | -8.8% |
| YTD | -29.0% | +20.5% | -49.5% | -33.0% |
| 1Y | -24.7% | +61.2% | -85.8% | -27.0% |
| All | -24.7% | +60.7% | -85.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling