+86.8%
ACN vs VALE
+528.4%
-441.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -1.1% | +9.7% | -10.8% | -2.9% |
| 3M | +5.6% | +5.3% | +0.3% | +4.2% |
| 6M | -9.9% | +0.5% | -10.5% | -10.6% |
| YTD | -32.3% | +20.6% | -52.9% | -35.9% |
| 1Y | -25.3% | +57.6% | -82.9% | -33.2% |
| 3Y | -42.3% | +50.6% | -92.8% | -48.6% |
| 5Y | -43.5% | +41.8% | -85.3% | -50.8% |
| All | +86.8% | +528.4% | -441.6% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling