+19.1%
AA vs RIO
+97.3%
-78.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +2.9% |
| 7D | +1.7% | +1.9% | -0.3% | -0.6% |
| 30D | +3.3% | +5.0% | -1.6% | -2.3% |
| 3M | -29.4% | +5.1% | -34.5% | -33.3% |
| 6M | -12.8% | +17.6% | -30.4% | -28.1% |
| YTD | -2.1% | +36.3% | -38.4% | -32.6% |
| 1Y | +62.8% | +71.2% | -8.4% | -14.2% |
| 3Y | +90.5% | +102.7% | -12.2% | -16.4% |
| 5Y | +19.1% | +99.6% | -80.5% | -46.8% |
| All | +19.1% | +97.3% | -78.2% | -46.8% |
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