+271.4%
KEY vs AEIS
+2,566.8%
-2,295.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | +2.2% | +3.0% | -0.8% | +1.6% |
| 30D | -3.0% | -14.6% | +11.6% | -0.1% |
| 3M | +3.3% | -12.4% | +15.8% | +4.3% |
| 6M | +9.2% | -15.0% | +24.2% | +9.9% |
| YTD | +10.6% | +34.3% | -23.6% | +0.6% |
| 1Y | +20.4% | +87.4% | -67.0% | +1.2% |
| 3Y | +121.8% | +139.8% | -17.9% | +74.7% |
| 5Y | +41.1% | +220.7% | -179.6% | +4.0% |
| 10Y | +168.5% | +531.6% | -363.1% | +69.3% |
| All | +271.4% | +2,566.8% | -2,295.4% | +54.0% |
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