+2,275.1%
VALE vs ACGL
+3,395.8%
-1,120.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.7% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | +5.1% | -1.0% | +6.1% | +5.6% |
| 3M | -0.4% | +11.0% | -11.5% | -7.0% |
| 6M | -2.2% | -0.3% | -1.9% | -3.1% |
| YTD | +20.5% | +2.3% | +18.3% | +17.1% |
| 1Y | +61.2% | +6.4% | +54.8% | +52.3% |
| 3Y | +43.1% | +34.0% | +9.2% | +11.9% |
| 5Y | +34.0% | +161.6% | -127.7% | -34.9% |
| 10Y | +469.7% | +278.6% | +191.1% | +96.5% |
| All | +2,275.1% | +3,395.8% | -1,120.8% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling