+15,968.0%
OKE vs AON
+4,798.1%
+11,169.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +1.2% | -6.3% | +7.6% | +3.3% |
| 30D | +4.5% | -14.1% | +18.6% | +9.2% |
| 3M | +9.6% | -9.5% | +19.1% | +12.4% |
| 6M | +15.4% | -4.0% | +19.4% | +15.8% |
| YTD | +36.5% | -13.8% | +50.3% | +41.0% |
| 1Y | +39.0% | -18.3% | +57.3% | +45.9% |
| 3Y | +74.3% | -7.2% | +81.5% | +74.0% |
| 5Y | +141.2% | +7.3% | +133.9% | +128.2% |
| 10Y | +262.1% | +203.6% | +58.5% | +165.0% |
| All | +15,968.0% | +4,798.1% | +11,169.9% | +6,008.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling