+3.7%
VALE vs AJG
+19.3%
-15.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +5.2% |
| 7D | -0.3% | +10.7% | -11.1% | +1.8% |
| 30D | -19.2% | +26.9% | -46.1% | -14.8% |
| 3M | -20.7% | +16.6% | -37.3% | -17.7% |
| 6M | -25.8% | +40.1% | -65.9% | -19.5% |
| YTD | -9.8% | +12.4% | -22.2% | -3.8% |
| 1Y | +3.7% | +15.9% | -12.3% | +8.4% |
| All | +3.7% | +19.3% | -15.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling