-12.9%
AEM vs KEYS
+13.9%
-26.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -5.0% | +0.9% | -6.0% | -5.3% |
| 30D | +8.5% | -5.3% | +13.7% | +9.9% |
| 3M | +29.3% | +0.5% | +28.8% | +24.3% |
| 6M | -12.9% | +14.0% | -27.0% | -21.8% |
| All | -12.9% | +13.9% | -26.8% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling