+2,252.4%
AEP vs KEY
+981.5%
+1,270.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +1.8% | -7.1% | +8.9% | +2.8% |
| 6M | -3.1% | -4.4% | +1.2% | -2.6% |
| YTD | +12.2% | +4.0% | +8.2% | +11.3% |
| 1Y | +9.1% | +23.4% | -14.3% | +5.6% |
| 3Y | +77.9% | +113.9% | -36.0% | +56.2% |
| 5Y | +78.1% | +12.3% | +65.8% | +66.8% |
| 10Y | +187.8% | +125.5% | +62.3% | +128.4% |
| All | +2,252.4% | +981.5% | +1,270.8% | +1,120.8% |
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 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