+2,320.2%
VALE vs AEE
+630.1%
+1,690.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +2.9% | +1.3% | +1.6% | +2.1% |
| 30D | +8.8% | -1.2% | +10.0% | +9.5% |
| 3M | +6.8% | +1.0% | +5.7% | +5.5% |
| 6M | +6.9% | -2.3% | +9.2% | +7.6% |
| YTD | +22.8% | +9.1% | +13.7% | +15.1% |
| 1Y | +61.3% | +10.6% | +50.7% | +49.4% |
| 3Y | +53.3% | +48.5% | +4.8% | +14.0% |
| 5Y | +44.9% | +39.9% | +5.0% | +8.8% |
| 10Y | +486.8% | +185.7% | +301.1% | +128.5% |
| All | +2,320.2% | +630.1% | +1,690.0% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling