+427.4%
AEM vs KEY
+107.2%
+320.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -1.2% | +6.7% | -7.9% | -1.2% |
| 3M | +2.5% | -4.6% | +7.1% | +2.5% |
| 6M | -5.1% | +2.6% | -7.7% | -5.1% |
| YTD | +10.4% | +7.0% | +3.4% | +10.4% |
| 1Y | +11.8% | +23.5% | -11.7% | +11.9% |
| 3Y | +315.6% | +126.4% | +189.3% | +318.6% |
| 5Y | +266.3% | +13.0% | +253.2% | +262.3% |
| 10Y | +427.4% | +99.5% | +327.9% | +492.6% |
| All | +427.4% | +107.2% | +320.1% | +492.6% |
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