+46.4%
VALE vs AON
-5.9%
+52.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -0.2% | -5.9% | +5.7% | -0.5% |
| 30D | +9.7% | -13.7% | +23.4% | +9.0% |
| 3M | +5.3% | -8.3% | +13.5% | +4.8% |
| 6M | +0.5% | -3.6% | +4.2% | +0.2% |
| YTD | +20.6% | -12.4% | +33.0% | +20.8% |
| 1Y | +57.6% | -14.6% | +72.2% | +58.2% |
| All | +46.4% | -5.9% | +52.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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