+170.5%
AEP vs RIO
+608.6%
-438.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | -1.1% | +0.9% | -2.0% | -1.2% |
| 3M | -3.3% | -1.4% | -1.8% | -3.2% |
| 6M | -4.6% | +10.9% | -15.6% | -6.1% |
| YTD | +9.4% | +31.2% | -21.8% | +5.6% |
| 1Y | +16.9% | +67.9% | -51.0% | +9.6% |
| 3Y | +76.6% | +88.8% | -12.2% | +62.3% |
| 5Y | +66.2% | +93.1% | -26.9% | +50.9% |
| All | +170.5% | +608.6% | -438.1% | +112.4% |
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 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