-1.9%
VALE vs AEIS
+4.7%
-6.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +0.1% |
| 7D | -3.2% | +11.5% | -14.7% | -4.9% |
| 30D | -15.1% | -15.8% | +0.7% | -13.1% |
| 3M | -18.7% | -33.3% | +14.6% | -13.2% |
| 6M | -31.5% | -35.2% | +3.7% | -27.6% |
| YTD | -11.4% | +5.0% | -16.5% | -14.6% |
| 1Y | -1.9% | +8.5% | -10.3% | -5.8% |
| All | -1.9% | +4.7% | -6.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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