+18.5%
KEY vs AEIS
+86.7%
-68.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.1% |
| 7D | +2.7% | +8.1% | -5.4% | +1.8% |
| 30D | -3.2% | -11.1% | +7.9% | -2.1% |
| 3M | +1.0% | -5.6% | +6.6% | +0.3% |
| 6M | +11.9% | -0.6% | +12.5% | +9.2% |
| YTD | +8.7% | +38.0% | -29.3% | +1.8% |
| 1Y | +18.5% | +87.2% | -68.8% | +4.7% |
| All | +18.5% | +86.7% | -68.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling