+202.4%
VALE vs ACM
+133.7%
+68.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +5.5% | +6.6% | -1.1% | +2.4% |
| 30D | -15.0% | +19.8% | -34.7% | -21.9% |
| 3M | -20.0% | -3.1% | -16.9% | -19.7% |
| 6M | -28.4% | -11.5% | -16.9% | -25.9% |
| YTD | -8.6% | -24.7% | +16.1% | +0.9% |
| 1Y | +2.0% | -45.1% | +47.0% | +31.3% |
| 3Y | +4.1% | -8.9% | +13.0% | +0.3% |
| 5Y | +46.4% | +5.4% | +41.0% | +28.2% |
| 10Y | +202.4% | +131.1% | +71.3% | +76.4% |
| All | +202.4% | +133.7% | +68.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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