-26.5%
ACN vs VALE
+36.6%
-63.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.2% |
| 7D | -5.7% | -1.5% | -4.3% | -5.6% |
| 30D | +17.0% | -15.6% | +32.7% | +19.1% |
| 3M | +39.9% | -19.5% | +59.4% | +42.8% |
| 6M | +50.2% | -31.9% | +82.1% | +56.5% |
| YTD | -4.2% | -11.0% | +6.8% | -5.1% |
| 1Y | +4.3% | -2.1% | +6.4% | +1.6% |
| 3Y | -17.1% | +1.4% | -18.5% | -20.9% |
| 5Y | -26.5% | +36.2% | -62.6% | -33.2% |
| All | -26.5% | +36.6% | -63.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling