+30.8%
RIO vs AEE
+13.9%
+17.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.5% |
| 7D | -1.6% | +4.7% | -6.3% | -1.7% |
| 30D | -11.6% | +13.4% | -25.0% | -12.0% |
| 3M | -12.7% | +4.1% | -16.8% | -12.9% |
| 6M | -12.4% | +2.0% | -14.4% | -12.3% |
| YTD | +11.0% | +15.6% | -4.6% | +9.0% |
| 1Y | +30.8% | +14.1% | +16.7% | +28.8% |
| All | +30.8% | +13.9% | +17.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling