+36.6%
OKE vs AJG
+16.2%
+20.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -9.0% | +7.4% | -16.4% | -9.4% |
| 30D | -2.3% | +25.3% | -27.6% | -3.7% |
| 3M | 0.0% | +15.1% | -15.1% | -1.1% |
| 6M | -2.0% | +40.8% | -42.8% | -4.1% |
| YTD | +23.2% | +12.3% | +10.8% | +20.9% |
| 1Y | +36.6% | +17.5% | +19.1% | +34.1% |
| All | +36.6% | +16.2% | +20.4% | +34.1% |
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