+137.0%
OKE vs AON
+6.4%
+130.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +1.2% | -6.3% | +7.6% | +3.2% |
| 30D | +4.5% | -14.1% | +18.6% | +8.9% |
| 3M | +9.6% | -9.5% | +19.1% | +12.1% |
| 6M | +15.4% | -4.0% | +19.4% | +15.3% |
| YTD | +36.5% | -13.8% | +50.3% | +41.0% |
| 1Y | +39.0% | -18.3% | +57.3% | +46.4% |
| 3Y | +74.3% | -7.2% | +81.5% | +73.7% |
| All | +137.0% | +6.4% | +130.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 5y: compounded portfolio wealth divided by compounded AON 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…
5y analysis · Full analysis span regression · 6 months rolling