+330.6%
AEM vs VALE
+45.8%
+284.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +8.5% | +9.7% | -1.3% | +3.3% |
| 3M | +29.3% | +5.3% | +24.0% | +25.9% |
| 6M | -12.9% | +0.5% | -13.5% | -12.9% |
| YTD | +16.8% | +20.6% | -3.8% | +9.6% |
| 1Y | +29.8% | +57.6% | -27.8% | +11.0% |
| All | +330.6% | +45.8% | +284.8% | +281.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling