+486.8%
VALE vs AVAV
+516.1%
-29.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.5% |
| 7D | +2.9% | +3.2% | -0.3% | +2.4% |
| 30D | +8.8% | -20.3% | +29.1% | +12.1% |
| 3M | +6.8% | -19.4% | +26.2% | +8.7% |
| 6M | +6.9% | -35.3% | +42.2% | +11.7% |
| YTD | +22.8% | -38.5% | +61.3% | +27.0% |
| 1Y | +61.3% | -37.2% | +98.5% | +64.5% |
| 3Y | +53.3% | +31.1% | +22.2% | +29.6% |
| 5Y | +44.9% | +41.0% | +3.8% | +14.4% |
| 10Y | +486.8% | +508.8% | -22.0% | +180.4% |
| All | +486.8% | +516.1% | -29.3% | +180.4% |
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