+36.6%
VALE vs ALLE
+13.7%
+22.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +5.1% | -6.8% | +11.9% | +7.3% |
| 3M | -0.4% | +21.0% | -21.4% | -6.8% |
| 6M | -2.2% | +1.1% | -3.3% | -3.1% |
| YTD | +20.5% | -0.5% | +21.1% | +19.8% |
| 1Y | +61.2% | -7.3% | +68.4% | +63.5% |
| 3Y | +43.1% | +42.3% | +0.9% | +24.3% |
| All | +36.6% | +13.7% | +22.9% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling