+827.9%
AEHR vs RIO
+90.3%
+737.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | +2.3% |
| 7D | +23.0% | -3.4% | +26.4% | +27.2% |
| 30D | -19.9% | +0.6% | -20.5% | -20.8% |
| 3M | +0.5% | +2.5% | -2.0% | -1.7% |
| 6M | +123.6% | +10.8% | +112.8% | +110.7% |
| YTD | +364.6% | +30.5% | +334.2% | +282.5% |
| 1Y | +255.3% | +68.1% | +187.2% | +139.3% |
| 3Y | +89.7% | +94.0% | -4.3% | +15.0% |
| 5Y | +827.9% | +92.0% | +735.9% | +543.6% |
| All | +827.9% | +90.3% | +737.6% | +543.6% |
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