+2,301.5%
VALE vs AFL
+1,236.8%
+1,064.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -0.8% |
| 30D | +6.7% | -5.4% | +12.1% | +9.7% |
| 3M | +4.9% | -0.3% | +5.1% | +4.5% |
| 6M | +3.6% | +5.2% | -1.6% | +0.1% |
| YTD | +21.9% | +5.7% | +16.2% | +17.0% |
| 1Y | +61.6% | +10.2% | +51.3% | +51.2% |
| 3Y | +52.1% | +63.4% | -11.3% | +12.0% |
| 5Y | +43.2% | +133.0% | -89.8% | -14.3% |
| 10Y | +521.5% | +299.5% | +222.0% | +168.7% |
| All | +2,301.5% | +1,236.8% | +1,064.7% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling