+63.0%
VALE vs ALC
+27.5%
+35.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | +1.3% | -6.3% | +7.6% | +4.0% |
| 30D | -14.3% | +12.6% | -27.0% | -18.7% |
| 3M | -16.8% | -3.8% | -13.0% | -15.9% |
| 6M | -30.2% | +16.8% | -47.1% | -35.5% |
| YTD | -8.6% | -7.6% | -1.0% | -7.0% |
| 1Y | +1.6% | -5.9% | +7.5% | +2.3% |
| 3Y | +4.1% | +0.6% | +3.5% | -2.5% |
| 5Y | +38.7% | -9.5% | +48.1% | +34.0% |
| All | +63.0% | +27.5% | +35.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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