+79.4%
AEP vs KEY
+132.7%
-53.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.7% |
| 30D | -0.8% | -3.0% | +2.2% | -0.6% |
| 3M | -1.8% | +3.3% | -5.2% | -2.0% |
| 6M | -5.4% | +9.2% | -14.6% | -5.8% |
| YTD | +10.4% | +10.6% | -0.2% | +9.7% |
| 1Y | +18.2% | +20.4% | -2.2% | +16.7% |
| All | +79.4% | +132.7% | -53.3% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling