+2,214.6%
AEP vs KEY
+1,050.5%
+1,164.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.5% |
| 30D | -0.8% | -3.0% | +2.2% | -0.4% |
| 3M | -1.8% | +3.3% | -5.2% | -2.3% |
| 6M | -5.4% | +9.2% | -14.6% | -6.6% |
| YTD | +10.4% | +10.6% | -0.2% | +8.6% |
| 1Y | +18.2% | +20.4% | -2.2% | +14.6% |
| 3Y | +79.0% | +121.8% | -42.9% | +56.2% |
| 5Y | +64.8% | +41.1% | +23.7% | +49.3% |
| 10Y | +170.8% | +168.5% | +2.3% | +109.4% |
| All | +2,214.6% | +1,050.5% | +1,164.1% | +1,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling