+41.8%
VALE vs AEE
+38.5%
+3.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +9.7% | -2.0% | +11.7% | +10.2% |
| 3M | +5.3% | -2.8% | +8.1% | +5.8% |
| 6M | +0.5% | -3.6% | +4.1% | +1.2% |
| YTD | +20.6% | +7.3% | +13.3% | +18.1% |
| 1Y | +57.6% | +8.7% | +48.9% | +53.6% |
| 3Y | +50.6% | +46.0% | +4.5% | +34.3% |
| 5Y | +41.8% | +39.8% | +2.1% | +32.1% |
| All | +41.8% | +38.5% | +3.3% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling