+169.3%
KEY vs AEE
+186.8%
-17.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -3.3% | 0.0% | -3.3% | -3.3% |
| 3M | -0.7% | -0.9% | +0.2% | -0.6% |
| 6M | +12.5% | -2.4% | +14.9% | +13.2% |
| YTD | +8.4% | +8.6% | -0.2% | +3.9% |
| 1Y | +18.4% | +10.2% | +8.3% | +12.6% |
| 3Y | +123.3% | +47.8% | +75.5% | +83.6% |
| 5Y | +38.8% | +40.1% | -1.3% | +15.3% |
| 10Y | +169.3% | +195.0% | -25.7% | +122.2% |
| All | +169.3% | +186.8% | -17.5% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling