+19.7%
AAL vs VALE
+4.4%
+15.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +11.7% | -14.3% | +26.1% | +18.0% |
| 3M | -7.8% | -16.8% | +9.0% | -1.9% |
| 6M | +10.2% | -30.2% | +40.5% | +25.5% |
| YTD | -8.0% | -8.6% | +0.6% | -8.3% |
| 1Y | +8.5% | +1.6% | +6.9% | +2.7% |
| All | +19.7% | +4.4% | +15.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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