-26.7%
RIOT vs AEE
+38.7%
-65.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +5.7% | -2.9% | +8.6% | +6.6% |
| 3M | -17.9% | -2.4% | -15.5% | -17.4% |
| 6M | +45.0% | -2.7% | +47.7% | +45.6% |
| YTD | +69.5% | +7.3% | +62.2% | +64.8% |
| 1Y | +37.2% | +7.5% | +29.6% | +33.4% |
| 3Y | +111.7% | +46.2% | +65.5% | +85.5% |
| All | -26.7% | +38.7% | -65.4% | -29.5% |
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