+36.2%
VALE vs AA
-16.1%
+52.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -1.5% | +5.3% | -6.8% | -3.2% |
| 30D | -15.6% | -2.3% | -13.4% | -15.2% |
| 3M | -19.5% | -20.8% | +1.3% | -13.4% |
| 6M | -31.9% | -39.8% | +7.9% | -20.7% |
| YTD | -11.0% | -23.3% | +12.3% | -6.1% |
| 1Y | -2.1% | +1.8% | -4.0% | -6.8% |
| 3Y | +1.4% | +69.5% | -68.1% | -26.9% |
| 5Y | +36.2% | -18.0% | +54.1% | +23.1% |
| All | +36.2% | -16.1% | +52.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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