+53.3%
VALE vs ACI
-43.5%
+96.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +1.9% |
| 7D | +2.9% | -2.6% | +5.5% | +2.9% |
| 30D | +8.8% | +1.1% | +7.7% | +8.8% |
| 3M | +6.8% | -23.6% | +30.4% | +7.0% |
| 6M | +6.9% | -29.9% | +36.9% | +7.4% |
| YTD | +22.8% | -26.9% | +49.7% | +22.8% |
| 1Y | +61.3% | -34.2% | +95.5% | +63.4% |
| 3Y | +53.3% | -43.6% | +96.9% | +56.2% |
| All | +53.3% | -43.5% | +96.8% | +56.2% |
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