+65.7%
RIOT vs AEP
+16.1%
+49.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +14.8% | +1.8% | +13.0% | +14.2% |
| 30D | +1.4% | -0.8% | +2.2% | +1.7% |
| 3M | -20.6% | -1.8% | -18.8% | -20.2% |
| 6M | +31.9% | -5.4% | +37.2% | +33.3% |
| YTD | +72.1% | +10.4% | +61.6% | +57.1% |
| 1Y | +65.7% | +18.2% | +47.5% | +57.4% |
| All | +65.7% | +16.1% | +49.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling