+80.8%
KEYS vs AEIS
+219.6%
-138.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.4% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -5.3% | -16.4% | +11.2% | +3.1% |
| 3M | +0.5% | -11.1% | +11.7% | +4.8% |
| 6M | +14.0% | -12.0% | +26.1% | +17.8% |
| YTD | +60.3% | +30.9% | +29.4% | +35.4% |
| 1Y | +91.3% | +74.3% | +17.0% | +38.5% |
| 3Y | +146.1% | +165.2% | -19.0% | +37.3% |
| 5Y | +80.8% | +220.0% | -139.3% | -14.2% |
| All | +80.8% | +219.6% | -138.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling