okama.AssetList.wealth_indexes

property AssetList.wealth_indexes

Calculate wealth index time series for the assets and accumulated inflation.

Wealth index (Cumulative Wealth Index) is a time series that presents the value of each asset over historical time period. Accumulated inflation time series is added if inflation=True in the AssetList.

Wealth index is obtained from the accumulated return multiplicated by the initial investments. That is: 1000 * (Acc_Return + 1) Initial investments are taken as 1000 units of the AssetList base currency.

Returns:

DataFrame

Time series of wealth index values for each asset and accumulated inflation.

Examples

>>> import matplotlib.pyplot as plt
>>> x = ok.AssetList(['SPY.US', 'BND.US'])
>>> x.wealth_indexes.plot()
>>> plt.show()