+200.9%
AEP vs KEY
+109.2%
+91.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +4.1% | +6.9% | -2.8% | +3.4% |
| 3M | +4.1% | -5.0% | +9.1% | +4.6% |
| 6M | -1.0% | +0.7% | -1.8% | -1.2% |
| YTD | +13.4% | +6.5% | +7.0% | +12.4% |
| 1Y | +6.7% | +22.6% | -15.9% | +4.1% |
| 3Y | +81.3% | +125.3% | -44.1% | +62.4% |
| 5Y | +80.1% | +13.9% | +66.2% | +71.6% |
| 10Y | +200.9% | +105.3% | +95.5% | +166.4% |
| All | +200.9% | +109.2% | +91.7% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling