+43.6%
VALE vs ACGL
+159.2%
-115.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.6% |
| 7D | +1.8% | +0.9% | +0.9% | +1.6% |
| 30D | -14.8% | +13.7% | -28.6% | -16.3% |
| 3M | -19.0% | +8.0% | -27.1% | -19.9% |
| 6M | -27.7% | +13.3% | -41.0% | -29.2% |
| YTD | -8.5% | +11.8% | -20.4% | -10.3% |
| 1Y | +2.6% | +22.2% | -19.6% | -0.9% |
| 3Y | +4.0% | +32.5% | -28.4% | -2.8% |
| All | +43.6% | +159.2% | -115.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling