+66.4%
AEP vs VALE
+40.1%
+26.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.1% | +9.7% | -9.8% | -0.9% |
| 3M | -3.2% | +5.3% | -8.5% | -3.8% |
| 6M | -5.3% | +0.5% | -5.8% | -5.6% |
| YTD | +9.5% | +20.6% | -11.1% | +7.2% |
| 1Y | +17.5% | +57.6% | -40.1% | +12.0% |
| 3Y | +77.0% | +50.6% | +26.4% | +68.5% |
| 5Y | +66.4% | +41.8% | +24.5% | +60.9% |
| All | +66.4% | +40.1% | +26.2% | +60.9% |
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 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