+302.8%
AEM vs KEY
+40.7%
+262.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +24.0% | -3.0% | +27.0% | +24.2% |
| 3M | +16.1% | +3.3% | +12.8% | +15.9% |
| 6M | -11.6% | +9.2% | -20.8% | -12.0% |
| YTD | +21.5% | +10.6% | +10.9% | +20.9% |
| 1Y | +39.2% | +20.4% | +18.8% | +38.0% |
| 3Y | +347.4% | +121.8% | +225.6% | +329.5% |
| All | +302.8% | +40.7% | +262.1% | +262.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling