+957.8%
AAOI vs VALE
+122.0%
+835.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -23.7% | +8.6% | -32.3% | -25.5% |
| 3M | -39.0% | +2.0% | -41.0% | -39.3% |
| 6M | -17.0% | +2.1% | -19.2% | -17.1% |
| YTD | +202.2% | +20.2% | +182.0% | +190.1% |
| 1Y | +292.4% | +55.2% | +237.2% | +255.2% |
| 3Y | +804.4% | +45.9% | +758.5% | +727.2% |
| 5Y | +1,318.0% | +41.4% | +1,276.6% | +1,163.5% |
| 10Y | +436.7% | +513.1% | -76.3% | +232.0% |
| All | +957.8% | +122.0% | +835.8% | +604.1% |
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