+4.0%
VALE vs ALLE
+88.9%
-84.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.4% |
| 7D | +1.8% | -0.6% | +2.3% | +1.9% |
| 30D | -14.8% | +25.3% | -40.2% | -19.9% |
| 3M | -19.0% | +10.3% | -29.3% | -21.1% |
| 6M | -27.7% | +38.0% | -65.8% | -34.4% |
| YTD | -8.5% | +17.8% | -26.3% | -13.0% |
| 1Y | +2.6% | +13.6% | -11.0% | -1.4% |
| 3Y | +4.0% | +89.2% | -85.2% | -17.1% |
| All | +4.0% | +88.9% | -84.9% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling