+106.0%
VALE vs ACI
+33.9%
+72.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -15.6% | +4.9% | -20.5% | -16.0% |
| 3M | -19.5% | +11.1% | -30.6% | -20.4% |
| 6M | -31.9% | -14.9% | -17.0% | -31.1% |
| YTD | -11.0% | -19.6% | +8.6% | -9.7% |
| 1Y | -2.1% | -22.7% | +20.6% | -0.2% |
| 3Y | +1.4% | -31.2% | +32.6% | +4.5% |
| 5Y | +36.2% | -42.3% | +78.5% | +41.8% |
| All | +106.0% | +33.9% | +72.2% | +93.6% |
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