+644.2%
AEP vs VALE
+2,320.2%
-1,676.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | +2.0% | +2.9% | -0.9% | +1.6% |
| 30D | +0.5% | +8.8% | -8.3% | -0.7% |
| 3M | -0.3% | +6.8% | -7.1% | -1.4% |
| 6M | -3.5% | +6.9% | -10.4% | -4.7% |
| YTD | +11.3% | +22.8% | -11.6% | +7.5% |
| 1Y | +20.2% | +61.3% | -41.0% | +11.8% |
| 3Y | +79.8% | +53.3% | +26.5% | +66.7% |
| 5Y | +65.6% | +44.9% | +20.7% | +51.2% |
| 10Y | +169.3% | +486.8% | -317.5% | +83.5% |
| All | +644.2% | +2,320.2% | -1,676.0% | +197.8% |
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 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