+2,131.2%
AEM vs VALE
+2,320.2%
-189.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | +4.3% | +2.9% | +1.4% | +3.3% |
| 30D | +13.1% | +8.8% | +4.3% | +10.2% |
| 3M | +24.8% | +6.8% | +18.0% | +22.4% |
| 6M | -8.2% | +6.9% | -15.1% | -9.7% |
| YTD | +19.8% | +22.8% | -3.0% | +13.2% |
| 1Y | +32.1% | +61.3% | -29.2% | +15.1% |
| 3Y | +348.2% | +53.3% | +294.9% | +290.6% |
| 5Y | +297.5% | +44.9% | +252.6% | +239.7% |
| 10Y | +343.3% | +486.8% | -143.5% | +102.5% |
| All | +2,131.2% | +2,320.2% | -189.0% | +805.0% |
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