+76.8%
AEP vs OKTA
+95.5%
-18.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -0.1% | +13.8% | -13.9% | +0.4% |
| 3M | -3.2% | +48.9% | -52.1% | -1.8% |
| 6M | -5.3% | +114.9% | -120.2% | -2.8% |
| YTD | +9.5% | +97.9% | -88.3% | +12.4% |
| 1Y | +17.5% | +89.7% | -72.2% | +20.6% |
| All | +76.8% | +95.5% | -18.7% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 3y: compounded portfolio wealth divided by compounded OKTA 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…
3y analysis · Full analysis span regression · 6 months rolling