+74.7%
AEP vs KEEL
+294.5%
-219.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.1% |
| 7D | -0.9% | +2.9% | -3.8% | -0.9% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | -3.3% | -35.3% | +32.0% | -3.3% |
| 6M | -4.6% | +59.4% | -64.0% | -4.8% |
| YTD | +9.4% | +51.9% | -42.5% | +9.2% |
| 1Y | +16.9% | +75.0% | -58.1% | +16.8% |
| 3Y | +76.6% | +224.5% | -147.9% | +75.4% |
| 5Y | +66.2% | -35.9% | +102.1% | +64.9% |
| All | +74.7% | +294.5% | -219.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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