+240.2%
AEP vs KEYS
+1,067.2%
-827.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -0.1% | -5.3% | +5.2% | +0.4% |
| 3M | -3.2% | +0.5% | -3.7% | -3.6% |
| 6M | -5.3% | +14.0% | -19.3% | -7.0% |
| YTD | +9.5% | +60.3% | -50.7% | +3.5% |
| 1Y | +17.5% | +91.3% | -73.8% | +8.7% |
| 3Y | +77.0% | +146.1% | -69.2% | +56.4% |
| 5Y | +66.4% | +80.8% | -14.4% | +51.5% |
| 10Y | +175.1% | +1,002.8% | -827.7% | +110.6% |
| All | +240.2% | +1,067.2% | -827.0% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling