+14.5%
KEY vs AEIS
+142.3%
-127.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.8% |
| 7D | +2.9% | +11.5% | -8.6% | -0.6% |
| 30D | +8.4% | -15.8% | +24.2% | +12.5% |
| 3M | -5.8% | -33.3% | +27.6% | +4.3% |
| 6M | +5.4% | -35.2% | +40.6% | +14.0% |
| YTD | +7.1% | +5.0% | +2.0% | -8.2% |
| 1Y | +26.8% | +8.5% | +18.3% | +6.8% |
| 3Y | +128.7% | +152.9% | -24.2% | +20.5% |
| All | +14.5% | +142.3% | -127.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling