-17.8%
AIG vs RIO
+6,036.1%
-6,053.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | -3.3% | +4.0% | -7.4% | -4.9% |
| 3M | +2.2% | +4.5% | -2.4% | -0.1% |
| 6M | -2.1% | +17.3% | -19.5% | -8.9% |
| YTD | -11.2% | +36.2% | -47.4% | -22.3% |
| 1Y | -2.1% | +76.1% | -78.3% | -22.4% |
| 3Y | +34.4% | +102.5% | -68.2% | -0.9% |
| 5Y | +53.7% | +103.5% | -49.8% | +10.2% |
| 10Y | +64.4% | +619.2% | -554.8% | -26.3% |
| All | -17.8% | +6,036.1% | -6,053.8% | -77.1% |
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 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