+3,594.0%
AEM vs KEY
+1,050.5%
+2,543.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| YTD | +21.5% | +10.6% | +10.9% | +21.0% |
| 1Y | +39.2% | +20.4% | +18.8% | +38.1% |
| 3Y | +347.4% | +121.8% | +225.6% | +331.5% |
| 5Y | +290.1% | +41.1% | +249.0% | +279.7% |
| 10Y | +357.8% | +168.5% | +189.3% | +322.2% |
| All | +3,594.0% | +1,050.5% | +2,543.5% | +4,721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling