+338.7%
AEM vs RIO
+88.2%
+250.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -2.1% | -3.2% | +1.1% | +0.1% |
| 30D | +8.4% | +0.9% | +7.5% | +8.1% |
| 3M | +27.3% | -1.4% | +28.7% | +28.9% |
| 6M | -9.7% | +10.9% | -20.6% | -14.5% |
| YTD | +19.0% | +31.2% | -12.3% | +3.7% |
| 1Y | +31.5% | +67.9% | -36.4% | +1.8% |
| 3Y | +338.7% | +88.8% | +249.9% | +224.1% |
| All | +338.7% | +88.2% | +250.5% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling