-20.3%
RIOT vs AEP
+10.7%
-31.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +9.6% |
| 7D | +6.4% | +0.8% | +5.6% | +6.3% |
| 30D | -20.4% | +7.9% | -28.4% | -21.4% |
| 3M | -28.7% | +1.5% | -30.2% | -28.8% |
| 6M | -17.7% | -2.6% | -15.1% | -17.2% |
| YTD | +21.3% | +14.7% | +6.7% | +13.3% |
| 1Y | -20.3% | +10.8% | -31.0% | -20.6% |
| All | -20.3% | +10.7% | -31.0% | -20.6% |
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