+67.2%
AEP vs KEYS
+87.1%
-19.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.3% |
| 7D | -0.9% | +3.5% | -4.4% | -1.1% |
| 30D | -1.1% | -4.5% | +3.4% | -0.8% |
| 3M | -3.3% | -0.4% | -2.9% | -3.4% |
| 6M | -4.6% | +19.1% | -23.8% | -6.0% |
| YTD | +9.4% | +66.7% | -57.3% | +5.2% |
| 1Y | +16.9% | +96.5% | -79.5% | +10.9% |
| 3Y | +76.6% | +155.2% | -78.5% | +59.5% |
| All | +67.2% | +87.1% | -19.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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