+355.1%
AEM vs OKE
+266.1%
+89.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.7% |
| 7D | -2.1% | +1.2% | -3.4% | -2.3% |
| 30D | +8.4% | +4.5% | +3.9% | +7.7% |
| 3M | +27.3% | +9.6% | +17.7% | +25.3% |
| 6M | -9.7% | +15.4% | -25.0% | -12.1% |
| YTD | +19.0% | +36.5% | -17.5% | +12.6% |
| 1Y | +31.5% | +39.0% | -7.5% | +23.9% |
| 3Y | +338.7% | +74.3% | +264.4% | +295.5% |
| 5Y | +307.4% | +141.2% | +166.2% | +249.9% |
| All | +355.1% | +266.1% | +89.0% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling