+99.6%
RIO vs ACI
-44.9%
+144.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +1.9% | -2.6% | +4.5% | +2.2% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | +5.1% | -23.6% | +28.8% | +7.5% |
| 6M | +17.6% | -29.9% | +47.6% | +21.3% |
| YTD | +36.3% | -26.9% | +63.2% | +39.4% |
| 1Y | +71.2% | -34.2% | +105.4% | +77.5% |
| 3Y | +102.7% | -43.6% | +146.3% | +114.2% |
| 5Y | +99.6% | -42.4% | +142.0% | +106.9% |
| All | +99.6% | -44.9% | +144.5% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling