-7.7%
AAL vs OKE
+72.4%
-80.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -0.9% | +1.2% | -2.2% | -1.1% |
| 30D | -12.9% | +4.5% | -17.3% | -13.4% |
| 3M | -11.2% | +9.6% | -20.8% | -12.6% |
| 6M | +17.8% | +15.4% | +2.5% | +12.8% |
| YTD | -15.1% | +36.5% | -51.6% | -24.3% |
| 1Y | +0.5% | +39.0% | -38.5% | -11.4% |
| 3Y | -7.7% | +74.3% | -82.0% | -24.6% |
| All | -7.7% | +72.4% | -80.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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