+92.0%
RIO vs AEIS
+219.6%
-127.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -3.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +0.6% | -16.4% | +17.0% | +4.3% |
| 3M | +2.5% | -11.1% | +13.7% | +3.3% |
| 6M | +10.8% | -12.0% | +22.8% | +10.9% |
| YTD | +30.5% | +30.9% | -0.4% | +18.6% |
| 1Y | +68.1% | +74.3% | -6.2% | +41.7% |
| 3Y | +94.0% | +165.2% | -71.1% | +41.5% |
| 5Y | +92.0% | +220.0% | -128.0% | +29.3% |
| All | +92.0% | +219.6% | -127.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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