+249.0%
AEM vs VALE
+35.2%
+213.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -6.8% | -3.2% | -3.7% | -5.5% |
| 30D | +0.8% | -15.1% | +15.9% | +7.6% |
| 3M | -0.8% | -18.7% | +17.9% | +7.6% |
| 6M | -8.5% | -31.5% | +23.0% | +6.2% |
| YTD | +5.9% | -11.4% | +17.4% | +13.4% |
| 1Y | +6.6% | -1.9% | +8.5% | +10.4% |
| 3Y | +302.2% | +1.7% | +300.5% | +306.0% |
| All | +249.0% | +35.2% | +213.7% | +235.2% |
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