-27.8%
AAL vs VALE
+328.1%
-355.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.7% | +1.6% | -5.3% | -4.3% |
| 30D | -20.8% | +5.1% | -25.9% | -22.4% |
| 3M | -1.3% | -0.4% | -0.9% | -1.6% |
| 6M | +5.4% | -2.2% | +7.6% | +5.7% |
| YTD | -14.4% | +20.5% | -34.9% | -21.0% |
| 1Y | +2.1% | +61.2% | -59.1% | -15.4% |
| 3Y | -10.6% | +43.1% | -53.7% | -23.8% |
| 5Y | -32.2% | +34.0% | -66.2% | -44.3% |
| 10Y | -62.7% | +469.7% | -532.4% | -83.3% |
| All | -27.8% | +328.1% | -355.9% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling