+1,080.2%
KEYS vs AEIS
+1,670.8%
-590.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | +4.4% | +8.1% | -3.7% | +1.1% |
| 30D | -2.2% | -11.1% | +8.9% | +2.4% |
| 3M | +0.5% | -5.6% | +6.2% | +1.9% |
| 6M | +22.4% | -0.6% | +23.0% | +20.3% |
| YTD | +64.1% | +38.0% | +26.1% | +40.6% |
| 1Y | +97.0% | +87.2% | +9.7% | +48.1% |
| 3Y | +152.0% | +179.7% | -27.7% | +56.9% |
| 5Y | +83.7% | +241.7% | -158.0% | +3.6% |
| 10Y | +997.9% | +547.2% | +450.7% | +324.2% |
| All | +1,080.2% | +1,670.8% | -590.6% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling