+41.8%
VALE vs AIG
+52.4%
-10.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | +9.7% | -2.9% | +12.7% | +10.7% |
| 3M | +5.3% | +0.8% | +4.5% | +4.6% |
| 6M | +0.5% | -2.7% | +3.2% | +0.9% |
| YTD | +20.6% | -11.2% | +31.8% | +24.5% |
| 1Y | +57.6% | -1.5% | +59.1% | +56.0% |
| 3Y | +50.6% | +34.4% | +16.2% | +29.8% |
| 5Y | +41.8% | +54.4% | -12.6% | +8.9% |
| All | +41.8% | +52.4% | -10.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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