+35.3%
OKE vs AJG
-12.9%
+48.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | +9.4% | +4.6% | +4.7% | +9.0% |
| 3M | +8.6% | +24.9% | -16.3% | +7.0% |
| 6M | +15.3% | +17.2% | -1.9% | +13.5% |
| YTD | +34.8% | +2.2% | +32.6% | +33.7% |
| 1Y | +35.3% | -11.5% | +46.8% | +38.6% |
| All | +35.3% | -12.9% | +48.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling