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This paper investigates the ergodic achievable secrecy rate (EASR) of multiple-antenna amplify-and-forward relay systems, where one eavesdropper can wiretap the relay. To reveal the capability of the multiple-antenna relay in improving the secrecy performance, we derive new tight closed-form expressions of the EASR for three secure transmission schemes: artificial noise aided precoding (ANP), destination based jamming (DBJ) and eigen-beamforming (EB). We also derive the lower bounds of the EASR for ANP and DBJ with a large antenna array at the relay, and investigate their corresponding asymptotic performance in the high SNR and low SNR regimes to show valuable intrinsic insights as well. Based on the asymptotic analysis, we optimally allocate the power to the information signal and the artificial noise. Both the analysis and simulation results indicate that, in the moderate-to-high SNR regime, ANP …