+4,071.7%
OKE vs AEE
+807.2%
+3,264.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | 0.0% | -0.7% | +0.6% | +0.4% |
| 30D | +4.6% | -2.0% | +6.6% | +5.9% |
| 3M | +6.9% | -2.8% | +9.8% | +8.7% |
| 6M | +15.8% | -3.6% | +19.3% | +17.8% |
| YTD | +35.2% | +7.3% | +27.9% | +28.3% |
| 1Y | +37.6% | +8.7% | +28.9% | +29.2% |
| 3Y | +72.0% | +46.0% | +26.0% | +32.4% |
| 5Y | +139.0% | +39.8% | +99.2% | +87.2% |
| 10Y | +258.7% | +191.4% | +67.3% | +60.8% |
| All | +4,071.7% | +807.2% | +3,264.4% | +681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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