+299.6%
OKLO vs AEIS
+161.2%
+138.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -4.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.4% |
| 30D | -15.2% | -16.4% | +1.2% | -7.6% |
| 3M | -26.2% | -11.1% | -15.0% | -23.5% |
| 6M | -35.0% | -12.0% | -23.0% | -32.4% |
| YTD | -44.4% | +30.9% | -75.3% | -52.9% |
| 1Y | -45.9% | +74.3% | -120.3% | -58.8% |
| 3Y | +284.9% | +165.2% | +119.8% | +154.5% |
| 5Y | +305.3% | +220.0% | +85.3% | +168.0% |
| All | +299.6% | +161.2% | +138.4% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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