+97.6%
AGG vs VALE
+1,439.9%
-1,342.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -0.2% | -1.8% | +1.7% | -0.2% |
| 30D | -0.2% | +6.7% | -6.9% | -0.2% |
| 3M | -0.7% | +4.9% | -5.6% | -0.7% |
| 6M | -1.8% | +3.6% | -5.4% | -1.8% |
| YTD | -0.6% | +21.9% | -22.5% | -0.6% |
| 1Y | +0.4% | +61.6% | -61.2% | +0.4% |
| 3Y | +13.2% | +52.1% | -39.0% | +13.2% |
| 5Y | -2.0% | +43.2% | -45.1% | -1.9% |
| 10Y | +15.1% | +521.5% | -506.4% | +16.1% |
| All | +97.6% | +1,439.9% | -1,342.3% | +100.7% |
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