+2,407.1%
AEP vs RIO
+6,008.3%
-3,601.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.8% | +4.0% | -4.8% | -1.4% |
| 3M | -1.8% | +0.1% | -2.0% | -2.1% |
| 6M | -5.4% | +12.7% | -18.1% | -7.3% |
| YTD | +10.4% | +35.6% | -25.1% | +5.3% |
| 1Y | +18.2% | +73.7% | -55.5% | +8.7% |
| 3Y | +79.0% | +93.3% | -14.3% | +61.1% |
| 5Y | +64.8% | +92.4% | -27.6% | +46.5% |
| 10Y | +170.8% | +606.9% | -436.1% | +93.5% |
| All | +2,407.1% | +6,008.3% | -3,601.2% | +1,198.7% |
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