+211.7%
AEP vs RIO
+354.4%
-142.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +3.2% | -9.1% | +12.3% | +4.2% |
| 3M | +3.8% | -13.7% | +17.5% | +5.3% |
| 6M | +2.5% | -24.3% | +26.8% | +5.4% |
| YTD | +15.5% | +8.9% | +6.6% | +13.5% |
| 1Y | +9.6% | +22.7% | -13.1% | +6.2% |
| 3Y | +91.2% | +51.2% | +40.0% | +79.6% |
| 5Y | +88.2% | +88.1% | +0.1% | +70.9% |
| All | +211.7% | +354.4% | -142.7% | +161.6% |
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