+280.1%
KEEL vs AEIS
+485.0%
-204.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -4.3% |
| 7D | +2.7% | -0.2% | +2.9% | +3.1% |
| 30D | +4.6% | -16.4% | +21.0% | +20.0% |
| 3M | -34.5% | -11.1% | -23.3% | -28.8% |
| 6M | +59.3% | -12.0% | +71.3% | +71.5% |
| YTD | +46.4% | +30.9% | +15.5% | +16.8% |
| 1Y | +96.6% | +74.3% | +22.2% | +29.2% |
| 3Y | +182.0% | +165.2% | +16.8% | +38.4% |
| 5Y | -38.2% | +220.0% | -258.3% | -71.0% |
| All | +280.1% | +485.0% | -204.8% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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