+1,080.2%
KEYS vs AEE
+287.2%
+793.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +4.4% | +1.3% | +3.1% | +4.0% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | +0.5% | +1.0% | -0.5% | -0.3% |
| 6M | +22.4% | -2.3% | +24.7% | +22.6% |
| YTD | +64.1% | +9.1% | +55.0% | +58.7% |
| 1Y | +97.0% | +10.6% | +86.4% | +89.3% |
| 3Y | +152.0% | +48.5% | +103.5% | +117.1% |
| 5Y | +83.7% | +39.9% | +43.9% | +60.4% |
| 10Y | +997.9% | +185.7% | +812.2% | +710.1% |
| All | +1,080.2% | +287.2% | +793.1% | +716.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling