+92.0%
RIO vs AEE
+38.5%
+53.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +0.6% | -2.0% | +2.5% | +1.0% |
| 3M | +2.5% | -2.8% | +5.4% | +2.9% |
| 6M | +10.8% | -3.6% | +14.4% | +11.3% |
| YTD | +30.5% | +7.3% | +23.2% | +27.6% |
| 1Y | +68.1% | +8.7% | +59.4% | +63.7% |
| 3Y | +94.0% | +46.0% | +48.0% | +73.1% |
| 5Y | +92.0% | +39.8% | +52.2% | +75.5% |
| All | +92.0% | +38.5% | +53.5% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling