+7,423.3%
OKE vs AEIS
+2,610.7%
+4,812.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -0.2% | +6.5% | -6.7% | -1.0% |
| 30D | +6.1% | -9.2% | +15.2% | +7.2% |
| 3M | +10.4% | -8.3% | +18.8% | +10.2% |
| 6M | +14.2% | -6.3% | +20.5% | +12.6% |
| YTD | +35.3% | +36.5% | -1.2% | +26.0% |
| 1Y | +40.6% | +84.8% | -44.1% | +24.8% |
| 3Y | +72.2% | +176.6% | -104.4% | +42.1% |
| 5Y | +139.6% | +237.1% | -97.5% | +90.4% |
| 10Y | +259.1% | +554.7% | -295.6% | +160.1% |
| All | +7,423.3% | +2,610.7% | +4,812.6% | +4,378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling