+43.2%
VALE vs ALC
-17.4%
+60.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.8% | -5.3% | +3.4% | -0.4% |
| 30D | +6.7% | -7.1% | +13.7% | +8.8% |
| 3M | +4.9% | +0.8% | +4.1% | +4.2% |
| 6M | +3.6% | -16.0% | +19.6% | +8.5% |
| YTD | +21.9% | -12.7% | +34.6% | +26.0% |
| 1Y | +61.6% | -12.8% | +74.4% | +66.6% |
| 3Y | +52.1% | -15.8% | +68.0% | +55.7% |
| 5Y | +43.2% | -16.7% | +59.8% | +42.0% |
| All | +43.2% | -17.4% | +60.6% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling