+3,448.7%
AEM vs OKE
+15,943.7%
-12,494.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.0% | 0.0% | -5.0% | -5.1% |
| 30D | +8.5% | +4.6% | +3.9% | +7.5% |
| 3M | +29.3% | +6.9% | +22.3% | +27.3% |
| 6M | -12.9% | +15.8% | -28.7% | -15.8% |
| YTD | +16.8% | +35.2% | -18.4% | +9.8% |
| 1Y | +29.8% | +37.6% | -7.7% | +21.5% |
| 3Y | +336.7% | +72.0% | +264.7% | +289.2% |
| 5Y | +299.9% | +139.0% | +161.0% | +234.6% |
| 10Y | +362.2% | +258.7% | +103.5% | +226.3% |
| All | +3,448.7% | +15,943.7% | -12,494.9% | +1,671.4% |
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