-35.9%
AAL vs VALE
+43.3%
-79.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.8% |
| 30D | -13.7% | +6.7% | -20.4% | -15.4% |
| 3M | -8.2% | +4.9% | -13.1% | -9.7% |
| 6M | +13.1% | +3.6% | +9.5% | +11.6% |
| YTD | -15.6% | +21.9% | -37.5% | -20.9% |
| 1Y | +1.4% | +61.6% | -60.1% | -12.3% |
| 3Y | -7.4% | +52.1% | -59.6% | -20.3% |
| 5Y | -35.9% | +43.2% | -79.1% | -51.2% |
| All | -35.9% | +43.3% | -79.2% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling