+824.5%
RIOT vs AEIS
+744.3%
+80.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | 0.0% |
| 7D | +25.1% | +8.1% | +17.0% | +18.3% |
| 30D | +8.5% | -11.1% | +19.6% | +18.2% |
| 3M | -13.4% | -5.6% | -7.7% | -12.2% |
| 6M | +57.1% | -0.6% | +57.8% | +50.2% |
| YTD | +75.7% | +38.0% | +37.7% | +28.7% |
| 1Y | +65.6% | +87.2% | -21.6% | -5.7% |
| 3Y | +103.3% | +179.7% | -76.4% | -14.3% |
| 5Y | -26.7% | +241.7% | -268.5% | -71.3% |
| 10Y | +527.2% | +547.2% | -20.0% | +146.8% |
| All | +824.5% | +744.3% | +80.2% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling