+40.9%
VALE vs AJG
+74.4%
-33.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.3% | -8.3% | +8.0% | +0.3% |
| 30D | +8.6% | -5.7% | +14.3% | +9.0% |
| 3M | +2.0% | +9.1% | -7.1% | +0.8% |
| 6M | +2.1% | +15.2% | -13.1% | +0.3% |
| YTD | +20.2% | -6.3% | +26.5% | +21.4% |
| 1Y | +55.2% | -19.1% | +74.3% | +61.0% |
| 3Y | +45.9% | +8.2% | +37.7% | +38.5% |
| All | +40.9% | +74.4% | -33.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling