+249.0%
AEM vs RIO
+90.3%
+158.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -6.8% | -0.9% | -5.9% | -6.2% |
| 30D | +0.8% | -9.1% | +9.9% | +7.0% |
| 3M | -0.8% | -13.7% | +12.8% | +8.9% |
| 6M | -8.5% | -24.3% | +15.8% | +8.3% |
| YTD | +5.9% | +8.9% | -2.9% | +4.7% |
| 1Y | +6.6% | +22.7% | -16.1% | -0.5% |
| 3Y | +302.2% | +51.2% | +251.0% | +236.8% |
| All | +249.0% | +90.3% | +158.7% | +174.4% |
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