+137.0%
OKE vs AEIS
+232.6%
-95.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.2% |
| 7D | +1.2% | +2.3% | -1.0% | +0.9% |
| 30D | +4.5% | -14.8% | +19.3% | +6.8% |
| 3M | +9.6% | -15.6% | +25.2% | +10.9% |
| 6M | +15.4% | -8.7% | +24.1% | +13.1% |
| YTD | +36.5% | +37.3% | -0.9% | +20.3% |
| 1Y | +39.0% | +80.3% | -41.4% | +12.7% |
| 3Y | +74.3% | +177.9% | -103.6% | +20.0% |
| All | +137.0% | +232.6% | -95.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling