-33.9%
AAL vs VALE
+38.6%
-72.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +11.7% | -14.3% | +26.1% | +16.6% |
| 3M | -7.8% | -16.8% | +9.0% | -3.2% |
| 6M | +10.2% | -30.2% | +40.5% | +21.6% |
| YTD | -8.0% | -8.6% | +0.6% | -7.1% |
| 1Y | +8.5% | +1.6% | +6.9% | +6.1% |
| 3Y | +19.5% | +4.1% | +15.4% | +12.6% |
| 5Y | -33.9% | +38.7% | -72.6% | -51.5% |
| All | -33.9% | +38.6% | -72.5% | -51.5% |
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