+64.2%
AIG vs RIO
+608.6%
-544.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | -3.2% | +2.1% | +0.2% |
| 30D | -1.1% | +0.9% | -2.0% | -1.7% |
| 3M | +0.7% | -1.4% | +2.1% | +0.6% |
| 6M | -2.2% | +10.9% | -13.1% | -8.3% |
| YTD | -10.8% | +31.2% | -42.1% | -23.4% |
| 1Y | -2.0% | +67.9% | -69.9% | -25.5% |
| 3Y | +34.8% | +88.8% | -54.0% | -6.3% |
| 5Y | +55.0% | +93.1% | -38.1% | +1.7% |
| All | +64.2% | +608.6% | -544.5% | -38.1% |
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