+1,872.6%
AEM vs VALE
+1,645.1%
+227.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -6.8% | -3.2% | -3.7% | -5.8% |
| 30D | +0.8% | -15.1% | +15.9% | +6.1% |
| 3M | -0.8% | -18.7% | +17.9% | +5.7% |
| 6M | -8.5% | -31.5% | +23.0% | +2.9% |
| YTD | +5.9% | -11.4% | +17.4% | +10.7% |
| 1Y | +6.6% | -1.9% | +8.5% | +8.1% |
| 3Y | +302.2% | +1.7% | +300.5% | +298.2% |
| 5Y | +250.8% | +35.4% | +215.4% | +208.3% |
| 10Y | +406.1% | +204.8% | +201.2% | +188.3% |
| All | +1,872.6% | +1,645.1% | +227.5% | +785.1% |
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