+211.7%
AEP vs VALE
+204.8%
+6.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.9% | -3.2% | +6.1% | +3.1% |
| 30D | +3.2% | -15.1% | +18.3% | +4.5% |
| 3M | +3.8% | -18.7% | +22.5% | +5.4% |
| 6M | +2.5% | -31.5% | +34.0% | +5.4% |
| YTD | +15.5% | -11.4% | +26.9% | +16.1% |
| 1Y | +9.6% | -1.9% | +11.5% | +9.2% |
| 3Y | +91.2% | +1.7% | +89.5% | +88.8% |
| 5Y | +88.2% | +35.4% | +52.8% | +80.2% |
| All | +211.7% | +204.8% | +6.9% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling