+486.8%
VALE vs ALLE
+148.2%
+338.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +2.9% | +2.8% | +0.1% | +1.6% |
| 30D | +8.8% | -7.6% | +16.4% | +12.7% |
| 3M | +6.8% | +22.8% | -16.0% | -3.9% |
| 6M | +6.9% | +4.6% | +2.3% | +3.5% |
| YTD | +22.8% | -1.2% | +24.0% | +21.8% |
| 1Y | +61.3% | -9.1% | +70.4% | +66.0% |
| 3Y | +53.3% | +50.0% | +3.3% | +19.9% |
| 5Y | +44.9% | +15.2% | +29.6% | +27.1% |
| 10Y | +486.8% | +151.1% | +335.7% | +240.9% |
| All | +486.8% | +148.2% | +338.5% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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