+15,968.0%
OKE vs AFL
+18,562.2%
-2,594.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.2% | -1.6% | +2.9% | +1.8% |
| 30D | +4.5% | -4.0% | +8.5% | +6.0% |
| 3M | +9.6% | -0.5% | +10.1% | +9.7% |
| 6M | +15.4% | +6.5% | +8.9% | +12.6% |
| YTD | +36.5% | +6.2% | +30.3% | +33.2% |
| 1Y | +39.0% | +8.3% | +30.7% | +34.7% |
| 3Y | +74.3% | +62.5% | +11.8% | +46.2% |
| 5Y | +141.2% | +136.2% | +5.0% | +78.5% |
| 10Y | +262.1% | +301.4% | -39.3% | +136.8% |
| All | +15,968.0% | +18,562.2% | -2,594.2% | +4,744.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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