+15,968.0%
OKE vs AIG
-22.4%
+15,990.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +1.2% | -1.2% | +2.4% | +1.5% |
| 30D | +4.5% | -1.1% | +5.6% | +4.7% |
| 3M | +9.6% | +0.7% | +8.9% | +9.3% |
| 6M | +15.4% | -2.2% | +17.5% | +15.6% |
| YTD | +36.5% | -10.8% | +47.3% | +39.3% |
| 1Y | +39.0% | -2.0% | +41.0% | +38.7% |
| 3Y | +74.3% | +34.8% | +39.5% | +62.1% |
| 5Y | +141.2% | +55.0% | +86.2% | +117.4% |
| 10Y | +262.1% | +65.1% | +197.0% | +222.2% |
| All | +15,968.0% | -22.4% | +15,990.4% | +10,493.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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