+170.5%
AEP vs VALE
+526.3%
-355.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -1.1% | +8.6% | -9.7% | -1.7% |
| 3M | -3.3% | +2.0% | -5.3% | -3.5% |
| 6M | -4.6% | +2.1% | -6.8% | -5.0% |
| YTD | +9.4% | +20.2% | -10.8% | +7.4% |
| 1Y | +16.9% | +55.2% | -38.2% | +12.3% |
| 3Y | +76.6% | +45.9% | +30.7% | +69.6% |
| 5Y | +66.2% | +41.4% | +24.8% | +58.3% |
| All | +170.5% | +526.3% | -355.8% | +114.9% |
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