+2,301.5%
VALE vs AIG
-91.2%
+2,392.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | +6.7% | -3.3% | +10.0% | +7.5% |
| 3M | +4.9% | +2.2% | +2.7% | +4.1% |
| 6M | +3.6% | -2.1% | +5.7% | +3.8% |
| YTD | +21.9% | -11.2% | +33.1% | +24.7% |
| 1Y | +61.6% | -2.1% | +63.7% | +61.0% |
| 3Y | +52.1% | +34.4% | +17.8% | +39.2% |
| 5Y | +43.2% | +53.7% | -10.5% | +25.5% |
| 10Y | +521.5% | +64.4% | +457.1% | +418.3% |
| All | +2,301.5% | -91.2% | +2,392.7% | +2,511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling