+3.7%
VALE vs AEE
+13.9%
-10.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.7% |
| 7D | -0.3% | +4.7% | -5.1% | -1.0% |
| 30D | -19.2% | +13.4% | -32.6% | -21.0% |
| 3M | -20.7% | +4.1% | -24.8% | -21.2% |
| 6M | -25.8% | +2.0% | -27.8% | -26.0% |
| YTD | -9.8% | +15.6% | -25.4% | -12.0% |
| 1Y | +3.7% | +14.1% | -10.4% | +0.9% |
| All | +3.7% | +13.9% | -10.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling