+37.2%
RIOT vs AEP
+17.4%
+19.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | +5.7% | -1.1% | +6.7% | +6.1% |
| 3M | -17.9% | -3.3% | -14.6% | -17.0% |
| 6M | +45.0% | -4.6% | +49.6% | +45.3% |
| YTD | +69.5% | +9.4% | +60.0% | +55.7% |
| 1Y | +37.2% | +16.9% | +20.3% | +31.4% |
| All | +37.2% | +17.4% | +19.8% | +31.4% |
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