+61.2%
VALE vs AJG
-12.9%
+74.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.6% |
| 7D | +1.6% | -1.8% | +3.4% | +1.2% |
| 30D | +5.1% | +4.6% | +0.5% | +6.3% |
| 3M | -0.4% | +24.9% | -25.3% | +5.0% |
| 6M | -2.2% | +17.2% | -19.4% | +2.1% |
| YTD | +20.5% | +2.2% | +18.4% | +24.5% |
| 1Y | +61.2% | -11.5% | +72.7% | +62.8% |
| All | +61.2% | -12.9% | +74.1% | +62.8% |
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