+222.3%
VALE vs ALLE
+233.6%
-11.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.1% |
| 7D | +5.6% | -0.6% | +6.2% | +5.9% |
| 30D | -12.1% | +26.6% | -38.7% | -21.5% |
| 3M | -16.3% | +13.2% | -29.5% | -21.5% |
| 6M | -26.0% | +42.9% | -68.8% | -38.1% |
| YTD | -5.5% | +21.0% | -26.5% | -15.1% |
| 1Y | +6.7% | +15.2% | -8.5% | -1.9% |
| 3Y | +10.2% | +95.6% | -85.4% | -24.2% |
| 5Y | +49.7% | +53.4% | -3.7% | +13.6% |
| 10Y | +222.3% | +221.5% | +0.8% | +74.7% |
| All | +222.3% | +233.6% | -11.4% | +74.7% |
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