+1,243.2%
ACN vs VALE
+1,654.5%
-411.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | -5.7% | -1.5% | -4.3% | -5.5% |
| 30D | +17.0% | -15.6% | +32.7% | +21.0% |
| 3M | +39.9% | -19.5% | +59.4% | +45.6% |
| 6M | +50.2% | -31.9% | +82.1% | +61.3% |
| YTD | -4.2% | -11.0% | +6.8% | -3.7% |
| 1Y | +4.3% | -2.1% | +6.4% | +2.6% |
| 3Y | -17.1% | +1.4% | -18.5% | -20.1% |
| 5Y | -26.5% | +36.2% | -62.6% | -35.7% |
| 10Y | +147.7% | +206.4% | -58.8% | +68.0% |
| All | +1,243.2% | +1,654.5% | -411.3% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling