+155.2%
KEYS vs AEIS
+173.7%
-18.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +1.6% |
| 7D | +3.5% | +2.3% | +1.2% | +2.4% |
| 30D | -4.5% | -14.8% | +10.3% | +2.9% |
| 3M | -0.4% | -15.6% | +15.2% | +6.6% |
| 6M | +19.1% | -8.7% | +27.8% | +20.9% |
| YTD | +66.7% | +37.3% | +29.3% | +38.7% |
| 1Y | +96.5% | +80.3% | +16.1% | +41.4% |
| 3Y | +155.2% | +177.9% | -22.8% | +37.0% |
| All | +155.2% | +173.7% | -18.5% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling