+96.0%
KEYS vs AEE
+8.8%
+87.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +2.3% | +0.3% | +1.9% | +2.3% |
| 30D | -2.6% | -2.3% | -0.3% | -2.9% |
| 3M | -4.6% | +0.2% | -4.8% | -6.6% |
| 6M | +8.7% | -4.7% | +13.5% | +6.6% |
| YTD | +61.0% | +8.1% | +52.9% | +63.7% |
| 1Y | +96.0% | +8.5% | +87.4% | +99.1% |
| All | +96.0% | +8.8% | +87.2% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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