-15.6%
AA vs RIO
+93.1%
-108.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.1% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | -1.3% | -9.9% | +8.6% | +11.5% |
| 3M | -23.9% | -14.0% | -9.9% | -9.5% |
| 6M | -36.8% | -19.5% | -17.3% | -18.7% |
| YTD | -22.2% | +11.5% | -33.7% | -32.7% |
| 1Y | +10.4% | +26.9% | -16.6% | -18.1% |
| 3Y | +72.0% | +55.1% | +16.9% | +1.7% |
| 5Y | -15.6% | +90.7% | -106.3% | -57.7% |
| All | -15.6% | +93.1% | -108.7% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling