+485.8%
RIOT vs AEP
+174.9%
+310.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | +5.7% | -1.1% | +6.7% | +5.7% |
| 3M | -17.9% | -3.3% | -14.6% | -17.8% |
| 6M | +45.0% | -4.6% | +49.6% | +45.1% |
| YTD | +69.5% | +9.4% | +60.0% | +69.0% |
| 1Y | +37.2% | +16.9% | +20.3% | +36.9% |
| 3Y | +111.7% | +76.6% | +35.1% | +104.1% |
| 5Y | -27.5% | +66.2% | -93.7% | -29.0% |
| All | +485.8% | +174.9% | +310.9% | +685.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling