+41.2%
KEY vs AEIS
+219.5%
-178.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +2.2% | +3.0% | -0.8% | +1.2% |
| 30D | -3.0% | -14.6% | +11.6% | +1.7% |
| 3M | +3.3% | -12.4% | +15.8% | +4.2% |
| 6M | +9.2% | -15.0% | +24.2% | +9.0% |
| YTD | +10.6% | +34.3% | -23.6% | -9.9% |
| 1Y | +20.4% | +87.4% | -67.0% | -17.4% |
| 3Y | +121.8% | +139.8% | -17.9% | +28.2% |
| All | +41.2% | +219.5% | -178.3% | -30.7% |
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 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