+3,356.5%
AEM vs KEY
+981.5%
+2,375.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.3% |
| 7D | +15.8% | -1.3% | +17.1% | +15.9% |
| 30D | +6.2% | +5.1% | +1.1% | +6.0% |
| 3M | +14.3% | -7.1% | +21.4% | +14.7% |
| 6M | +1.4% | -4.4% | +5.8% | +1.6% |
| YTD | +13.7% | +4.0% | +9.7% | +13.5% |
| 1Y | +21.3% | +23.4% | -2.1% | +20.3% |
| 3Y | +309.9% | +113.9% | +196.0% | +296.1% |
| 5Y | +301.0% | +12.3% | +288.6% | +293.8% |
| 10Y | +344.0% | +125.5% | +218.6% | +313.2% |
| All | +3,356.5% | +981.5% | +2,375.0% | +4,422.5% |
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