+249.1%
KEY vs AEIS
+1,770.4%
-1,521.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -1.8% |
| 7D | -1.3% | -11.3% | +10.0% | +0.7% |
| 30D | +5.1% | -32.6% | +37.7% | +13.0% |
| 3M | -7.1% | -39.2% | +32.0% | +1.3% |
| 6M | -4.4% | -45.4% | +41.0% | +4.8% |
| YTD | +4.0% | -5.8% | +9.8% | +0.3% |
| 1Y | +23.4% | -10.0% | +33.4% | +20.0% |
| 3Y | +113.9% | +121.2% | -7.3% | +69.2% |
| 5Y | +12.3% | +110.6% | -98.3% | -10.9% |
| 10Y | +125.5% | +326.6% | -201.1% | +51.9% |
| All | +249.1% | +1,770.4% | -1,521.3% | +53.7% |
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 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