+3,912.3%
AEHR vs RIO
+608.6%
+3,303.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.6% |
| 7D | +9.8% | -3.2% | +13.0% | +11.9% |
| 30D | -26.7% | +0.9% | -27.7% | -27.3% |
| 3M | -8.1% | -1.4% | -6.7% | -7.1% |
| 6M | +123.1% | +10.9% | +112.1% | +116.1% |
| YTD | +369.0% | +31.2% | +337.8% | +317.8% |
| 1Y | +256.4% | +67.9% | +188.5% | +182.0% |
| 3Y | +96.4% | +88.8% | +7.6% | +48.8% |
| 5Y | +836.6% | +93.1% | +743.5% | +605.8% |
| All | +3,912.3% | +608.6% | +3,303.6% | +2,324.0% |
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