+33.8%
AEM vs KEY
+18.3%
+15.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +12.5% | -3.3% | +15.8% | +13.0% |
| 3M | +26.9% | -0.7% | +27.7% | +26.7% |
| 6M | -9.4% | +12.5% | -22.0% | -11.1% |
| YTD | +20.3% | +8.4% | +11.9% | +17.9% |
| 1Y | +33.8% | +18.4% | +15.3% | +33.0% |
| All | +33.8% | +18.3% | +15.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling