+489.2%
VALE vs AJG
+473.1%
+16.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -0.3% | -8.3% | +8.0% | +3.2% |
| 30D | +8.6% | -5.7% | +14.3% | +11.0% |
| 3M | +2.0% | +9.1% | -7.1% | -3.1% |
| 6M | +2.1% | +15.2% | -13.1% | -5.9% |
| YTD | +20.2% | -6.3% | +26.5% | +20.7% |
| 1Y | +55.2% | -19.1% | +74.3% | +66.8% |
| 3Y | +45.9% | +8.2% | +37.7% | +27.1% |
| 5Y | +41.4% | +75.6% | -34.3% | -15.1% |
| All | +489.2% | +473.1% | +16.1% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling