+93.1%
ACN vs RIO
+608.6%
-515.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | -1.5% | -3.2% | +1.7% | -0.6% |
| 30D | +2.1% | +0.9% | +1.2% | +1.7% |
| 3M | +11.1% | -1.4% | +12.5% | +11.4% |
| 6M | -6.8% | +10.9% | -17.8% | -10.9% |
| YTD | -30.0% | +31.2% | -61.3% | -37.3% |
| 1Y | -23.1% | +67.9% | -91.0% | -36.8% |
| 3Y | -40.4% | +88.8% | -129.2% | -53.7% |
| 5Y | -41.6% | +93.1% | -134.7% | -56.4% |
| All | +93.1% | +608.6% | -515.6% | -2.9% |
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