+41.8%
VALE vs AEIS
+219.6%
-177.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +9.7% | -16.4% | +26.2% | +13.8% |
| 3M | +5.3% | -11.1% | +16.4% | +6.0% |
| 6M | +0.5% | -12.0% | +12.6% | +0.6% |
| YTD | +20.6% | +30.9% | -10.3% | +9.5% |
| 1Y | +57.6% | +74.3% | -16.7% | +32.6% |
| 3Y | +50.6% | +165.2% | -114.6% | +9.7% |
| 5Y | +41.8% | +220.0% | -178.2% | -4.3% |
| All | +41.8% | +219.6% | -177.7% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling