+4,363.3%
AEM vs RIO
+6,008.3%
-1,645.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +24.0% | +4.0% | +20.0% | +22.5% |
| 3M | +16.1% | +0.1% | +16.0% | +16.5% |
| 6M | -11.6% | +12.7% | -24.3% | -14.6% |
| YTD | +21.5% | +35.6% | -14.0% | +10.3% |
| 1Y | +39.2% | +73.7% | -34.5% | +16.1% |
| 3Y | +347.4% | +93.3% | +254.1% | +257.0% |
| 5Y | +290.1% | +92.4% | +197.7% | +206.7% |
| 10Y | +357.8% | +606.9% | -249.2% | +116.0% |
| All | +4,363.3% | +6,008.3% | -1,645.0% | +1,326.2% |
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