+1.7%
VALE vs ACI
-31.5%
+33.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | -3.2% | +2.3% | -5.5% | -3.2% |
| 30D | -15.1% | +1.2% | -16.3% | -15.0% |
| 3M | -18.7% | +6.8% | -25.5% | -18.5% |
| 6M | -31.5% | -18.7% | -12.7% | -31.1% |
| YTD | -11.4% | -20.2% | +8.8% | -11.2% |
| 1Y | -1.9% | -23.7% | +21.9% | -1.2% |
| 3Y | +1.7% | -31.6% | +33.3% | +4.3% |
| All | +1.7% | -31.5% | +33.2% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling