+2,268.8%
VALE vs AJG
+1,398.2%
+870.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -0.3% | -8.3% | +8.0% | +3.7% |
| 30D | +8.6% | -5.7% | +14.3% | +11.4% |
| 3M | +2.0% | +9.1% | -7.1% | -3.6% |
| 6M | +2.1% | +15.2% | -13.1% | -6.8% |
| YTD | +20.2% | -6.3% | +26.5% | +20.0% |
| 1Y | +55.2% | -19.1% | +74.3% | +65.7% |
| 3Y | +45.9% | +8.2% | +37.7% | +29.1% |
| 5Y | +41.4% | +75.6% | -34.3% | -7.2% |
| 10Y | +513.1% | +471.1% | +41.9% | +112.7% |
| All | +2,268.8% | +1,398.2% | +870.7% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling