+97.6%
AGG vs RIO
+1,652.6%
-1,555.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | +1.0% | -1.1% | -0.2% |
| 30D | -0.2% | +4.0% | -4.3% | -0.2% |
| 3M | -0.7% | +4.5% | -5.2% | -0.7% |
| 6M | -1.8% | +17.3% | -19.1% | -1.7% |
| YTD | -0.6% | +36.2% | -36.8% | -0.4% |
| 1Y | +0.4% | +76.1% | -75.8% | +0.7% |
| 3Y | +13.2% | +102.5% | -89.4% | +13.7% |
| 5Y | -2.0% | +103.5% | -105.5% | -1.4% |
| 10Y | +15.1% | +619.2% | -604.1% | +17.4% |
| All | +97.6% | +1,652.6% | -1,555.0% | +104.4% |
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 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