+515.5%
AEHR vs RIO
+2,785.9%
-2,270.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.7% | +5.1% |
| 7D | +18.5% | +1.9% | +16.6% | +17.9% |
| 30D | -11.9% | +5.0% | -16.9% | -13.3% |
| 3M | -5.0% | +5.1% | -10.1% | -6.1% |
| 6M | +155.0% | +17.6% | +137.3% | +147.3% |
| YTD | +349.7% | +36.3% | +313.4% | +319.4% |
| 1Y | +260.4% | +71.2% | +189.2% | +216.9% |
| 3Y | +83.6% | +102.7% | -19.1% | +55.9% |
| 5Y | +917.8% | +99.6% | +818.2% | +770.4% |
| 10Y | +3,517.1% | +603.1% | +2,914.0% | +2,142.7% |
| All | +515.5% | +2,785.9% | -2,270.4% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling