+66.3%
VALE vs ALLE
+327.3%
-261.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.7% |
| 7D | +1.8% | -0.6% | +2.3% | +2.0% |
| 30D | -14.8% | +25.3% | -40.2% | -24.4% |
| 3M | -19.0% | +10.3% | -29.3% | -23.5% |
| 6M | -27.7% | +38.0% | -65.8% | -39.5% |
| YTD | -8.5% | +17.8% | -26.3% | -17.5% |
| 1Y | +2.6% | +13.6% | -11.0% | -5.9% |
| 3Y | +4.0% | +89.2% | -85.2% | -29.4% |
| 5Y | +51.2% | +51.1% | +0.2% | +12.3% |
| 10Y | +263.0% | +228.1% | +34.9% | +58.3% |
| All | +66.3% | +327.3% | -261.0% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling