+169.3%
AEP vs KEY
+167.0%
+2.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | +0.5% | -3.2% | +3.7% | +0.8% |
| 3M | -0.3% | +1.0% | -1.3% | -0.4% |
| 6M | -3.5% | +11.9% | -15.3% | -4.6% |
| YTD | +11.3% | +8.7% | +2.6% | +10.1% |
| 1Y | +20.2% | +18.5% | +1.8% | +17.8% |
| 3Y | +79.8% | +124.0% | -44.2% | +61.3% |
| 5Y | +65.6% | +40.8% | +24.7% | +53.8% |
| 10Y | +169.3% | +167.0% | +2.3% | +122.6% |
| All | +169.3% | +167.0% | +2.3% | +122.6% |
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