+96.5%
KEYS vs AEE
+8.8%
+87.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.4% |
| 30D | -4.5% | -2.9% | -1.6% | -4.8% |
| 3M | -0.4% | -2.4% | +2.0% | -2.2% |
| 6M | +19.1% | -2.7% | +21.8% | +17.3% |
| YTD | +66.7% | +7.3% | +59.4% | +69.5% |
| 1Y | +96.5% | +7.5% | +88.9% | +99.8% |
| All | +96.5% | +8.8% | +87.7% | +99.8% |
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