+304.9%
AEM vs KEYS
+87.1%
+217.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.0% |
| 7D | -2.1% | +3.5% | -5.6% | -2.9% |
| 30D | +8.4% | -4.5% | +12.9% | +9.3% |
| 3M | +27.3% | -0.4% | +27.7% | +26.6% |
| 6M | -9.7% | +19.1% | -28.8% | -13.5% |
| YTD | +19.0% | +66.7% | -47.7% | +6.4% |
| 1Y | +31.5% | +96.5% | -65.0% | +13.8% |
| 3Y | +338.7% | +155.2% | +183.5% | +252.3% |
| All | +304.9% | +87.1% | +217.8% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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