+2,195.5%
AEP vs OKE
+15,943.7%
-13,748.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.1% | +4.6% | -4.7% | -1.1% |
| 3M | -3.2% | +6.9% | -10.2% | -4.7% |
| 6M | -5.3% | +15.8% | -21.0% | -8.6% |
| YTD | +9.5% | +35.2% | -25.7% | +2.0% |
| 1Y | +17.5% | +37.6% | -20.1% | +8.8% |
| 3Y | +77.0% | +72.0% | +4.9% | +53.9% |
| 5Y | +66.4% | +139.0% | -72.6% | +32.8% |
| 10Y | +175.1% | +258.7% | -83.7% | +75.9% |
| All | +2,195.5% | +15,943.7% | -13,748.2% | +447.7% |
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