+3,586.2%
RIO vs AEE
+813.9%
+2,772.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | 0.0% | +0.3% | -0.4% | -0.2% |
| 30D | +4.0% | -2.3% | +6.2% | +5.1% |
| 3M | +0.1% | +0.2% | -0.1% | -0.7% |
| 6M | +12.7% | -4.7% | +17.5% | +14.8% |
| YTD | +35.6% | +8.1% | +27.5% | +28.6% |
| 1Y | +73.7% | +8.5% | +65.1% | +63.9% |
| 3Y | +93.3% | +48.9% | +44.4% | +49.1% |
| 5Y | +92.4% | +39.9% | +52.5% | +50.3% |
| 10Y | +606.9% | +186.5% | +420.4% | +215.0% |
| All | +3,586.2% | +813.9% | +2,772.3% | +776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling