+486.8%
VALE vs ACGL
+263.8%
+223.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | +2.9% | -2.9% | +5.9% | +4.0% |
| 30D | +8.8% | -2.8% | +11.6% | +9.9% |
| 3M | +6.8% | +6.8% | 0.0% | +3.3% |
| 6M | +6.9% | -1.5% | +8.4% | +6.7% |
| YTD | +22.8% | -0.2% | +23.0% | +21.5% |
| 1Y | +61.3% | +5.3% | +56.0% | +55.6% |
| 3Y | +53.3% | +30.3% | +23.0% | +29.5% |
| 5Y | +44.9% | +151.8% | -107.0% | -15.6% |
| 10Y | +486.8% | +266.9% | +219.9% | +186.2% |
| All | +486.8% | +263.8% | +223.0% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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