+40.9%
VALE vs AON
+6.4%
+34.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.2% |
| 7D | -0.3% | -6.3% | +6.1% | +0.4% |
| 30D | +8.6% | -14.1% | +22.7% | +10.2% |
| 3M | +2.0% | -9.5% | +11.5% | +2.6% |
| 6M | +2.1% | -4.0% | +6.1% | +1.7% |
| YTD | +20.2% | -13.8% | +34.0% | +21.7% |
| 1Y | +55.2% | -18.3% | +73.4% | +58.8% |
| 3Y | +45.9% | -7.2% | +53.1% | +44.1% |
| All | +40.9% | +6.4% | +34.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling