+182.0%
VALE vs ACI
+18.9%
+163.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.8% | -5.0% | +3.2% | -1.4% |
| 30D | +6.7% | -2.3% | +9.0% | +6.8% |
| 3M | +4.9% | -23.2% | +28.1% | +7.1% |
| 6M | +3.6% | -29.5% | +33.1% | +6.6% |
| YTD | +21.9% | -28.6% | +50.5% | +24.9% |
| 1Y | +61.6% | -34.0% | +95.6% | +67.1% |
| 3Y | +52.1% | -45.0% | +97.1% | +60.8% |
| 5Y | +43.2% | -44.0% | +87.2% | +49.7% |
| All | +182.0% | +18.9% | +163.1% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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