+132.3%
AA vs RIO
+605.0%
-472.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.6% | +1.0% | -1.6% | -1.6% |
| 30D | -1.6% | +4.0% | -5.6% | -5.7% |
| 3M | -29.8% | +4.5% | -34.3% | -33.0% |
| 6M | -16.6% | +17.3% | -34.0% | -30.0% |
| YTD | -4.0% | +36.2% | -40.2% | -31.8% |
| 1Y | +63.5% | +76.1% | -12.6% | -11.9% |
| 3Y | +86.8% | +102.5% | -15.8% | -11.5% |
| 5Y | +12.4% | +103.5% | -91.2% | -45.3% |
| 10Y | +132.3% | +619.2% | -486.8% | -56.5% |
| All | +132.3% | +605.0% | -472.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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