+222.3%
VALE vs AVAV
+423.1%
-200.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.6% | -9.3% | +1.6% |
| 7D | +5.6% | +3.2% | +2.4% | +4.8% |
| 30D | -12.1% | -7.4% | -4.7% | -11.6% |
| 3M | -16.3% | -32.0% | +15.7% | -12.5% |
| 6M | -26.0% | -24.6% | -1.4% | -24.8% |
| YTD | -5.5% | -47.5% | +42.0% | -0.9% |
| 1Y | +6.7% | -61.5% | +68.2% | +17.0% |
| 3Y | +10.2% | +5.5% | +4.7% | -3.6% |
| 5Y | +49.7% | +35.7% | +14.0% | +18.3% |
| 10Y | +222.3% | +379.1% | -156.8% | +105.6% |
| All | +222.3% | +423.1% | -200.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling