+5.4%
VALE vs ACGL
+21.8%
-16.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.3% |
| 7D | +5.6% | -1.1% | +6.6% | +5.4% |
| 30D | -12.1% | +13.1% | -25.2% | -10.8% |
| 3M | -16.3% | +9.8% | -26.1% | -15.2% |
| 6M | -26.0% | +15.3% | -41.2% | -25.4% |
| YTD | -5.5% | +12.7% | -18.2% | -5.4% |
| All | +5.4% | +21.8% | -16.4% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling