+1,314.2%
AAOI vs VALE
+40.3%
+1,273.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -23.7% | +8.6% | -32.3% | -26.4% |
| 3M | -39.0% | +2.0% | -41.0% | -39.5% |
| 6M | -17.0% | +2.1% | -19.2% | -17.1% |
| YTD | +202.2% | +20.2% | +182.0% | +185.6% |
| 1Y | +292.4% | +55.2% | +237.2% | +244.1% |
| 3Y | +804.4% | +45.9% | +758.5% | +690.9% |
| All | +1,314.2% | +40.3% | +1,273.9% | +1,192.9% |
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