+346.7%
AEM vs RIO
+604.6%
-257.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.2% |
| 7D | -5.0% | -3.4% | -1.7% | -3.7% |
| 30D | +8.5% | +0.6% | +7.9% | +8.4% |
| 3M | +29.3% | +2.5% | +26.7% | +28.5% |
| 6M | -12.9% | +10.8% | -23.7% | -15.5% |
| YTD | +16.8% | +30.5% | -13.7% | +7.2% |
| 1Y | +29.8% | +68.1% | -38.3% | +9.4% |
| 3Y | +336.7% | +94.0% | +242.7% | +248.7% |
| 5Y | +299.9% | +92.0% | +207.9% | +215.3% |
| All | +346.7% | +604.6% | -257.9% | +122.5% |
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