+3,790.3%
AEM vs RIO
+4,806.4%
-1,016.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -6.8% | -0.9% | -5.9% | -6.5% |
| 30D | +0.8% | -9.1% | +9.9% | +4.5% |
| 3M | -0.8% | -13.7% | +12.8% | +5.0% |
| 6M | -8.5% | -24.3% | +15.8% | +1.8% |
| YTD | +5.9% | +8.9% | -2.9% | +4.3% |
| 1Y | +6.6% | +22.7% | -16.1% | +0.7% |
| 3Y | +302.2% | +51.2% | +251.0% | +251.8% |
| 5Y | +250.8% | +88.1% | +162.7% | +180.7% |
| 10Y | +406.1% | +352.3% | +53.7% | +180.5% |
| All | +3,790.3% | +4,806.4% | -1,016.0% | +1,248.1% |
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 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