+45.9%
VALE vs AFL
+63.5%
-17.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.3% | -1.6% | +1.4% | 0.0% |
| 30D | +8.6% | -4.0% | +12.7% | +9.3% |
| 3M | +2.0% | -0.5% | +2.5% | +1.8% |
| 6M | +2.1% | +6.5% | -4.4% | +0.3% |
| YTD | +20.2% | +6.2% | +14.0% | +17.9% |
| 1Y | +55.2% | +8.3% | +46.9% | +51.3% |
| 3Y | +45.9% | +62.5% | -16.6% | +20.9% |
| All | +45.9% | +63.5% | -17.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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