+178.9%
VALE vs ACI
+25.9%
+153.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +5.1% | +5.9% | -0.8% | +4.5% |
| 3M | -0.4% | -19.8% | +19.4% | +1.3% |
| 6M | -2.2% | -24.7% | +22.5% | 0.0% |
| YTD | +20.5% | -24.4% | +44.9% | +22.9% |
| 1Y | +61.2% | -31.5% | +92.7% | +66.3% |
| 3Y | +43.1% | -38.7% | +81.8% | +49.5% |
| 5Y | +34.0% | -42.8% | +76.8% | +39.9% |
| All | +178.9% | +25.9% | +153.0% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling