+408.7%
AEM vs KEY
+96.4%
+312.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -6.8% | +2.9% | -9.8% | -6.9% |
| 30D | +0.8% | +8.4% | -7.6% | +0.8% |
| 3M | -0.8% | -5.8% | +4.9% | -0.8% |
| 6M | -8.5% | +5.4% | -14.0% | -8.5% |
| YTD | +5.9% | +7.1% | -1.1% | +5.9% |
| 1Y | +6.6% | +26.8% | -20.2% | +6.7% |
| 3Y | +302.2% | +128.7% | +173.5% | +305.1% |
| 5Y | +250.8% | +13.6% | +237.1% | +247.1% |
| All | +408.7% | +96.4% | +312.3% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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