-28.9%
AAL vs OKE
+1,807.7%
-1,836.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -13.7% | +6.1% | -19.8% | -16.3% |
| 3M | -8.2% | +10.4% | -18.6% | -13.7% |
| 6M | +13.1% | +14.2% | -1.0% | +2.9% |
| YTD | -15.6% | +35.3% | -50.9% | -30.1% |
| 1Y | +1.4% | +40.6% | -39.2% | -17.9% |
| 3Y | -7.4% | +72.2% | -79.7% | -33.9% |
| 5Y | -35.9% | +139.6% | -175.6% | -61.9% |
| 10Y | -65.1% | +259.1% | -324.2% | -85.4% |
| All | -28.9% | +1,807.7% | -1,836.6% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling