+258.5%
OKE vs AME
+445.1%
-186.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.3% | -1.4% |
| 7D | +1.2% | +1.7% | -0.5% | -0.1% |
| 30D | +4.5% | -6.4% | +10.9% | +9.5% |
| 3M | +9.6% | +7.1% | +2.5% | +3.1% |
| 6M | +15.4% | +8.2% | +7.2% | +5.8% |
| YTD | +36.5% | +18.2% | +18.3% | +15.8% |
| 1Y | +39.0% | +26.7% | +12.2% | +10.5% |
| 3Y | +74.3% | +60.7% | +13.6% | +9.7% |
| 5Y | +141.2% | +91.6% | +49.6% | +26.1% |
| All | +258.5% | +445.1% | -186.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling