+80.5%
AEP vs KEY
+11.7%
+68.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | +3.6% | +5.1% | -1.5% | +3.2% |
| 3M | +1.8% | -7.1% | +8.9% | +2.3% |
| 6M | -3.1% | -4.4% | +1.2% | -2.9% |
| YTD | +12.2% | +4.0% | +8.2% | +11.7% |
| 1Y | +9.1% | +23.4% | -14.3% | +7.2% |
| 3Y | +77.9% | +113.9% | -36.0% | +62.9% |
| All | +80.5% | +11.7% | +68.9% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling