+67.2%
AEP vs OKTA
-34.5%
+101.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | -1.1% | +13.0% | -14.1% | -1.0% |
| 3M | -3.3% | +41.7% | -45.0% | -3.1% |
| 6M | -4.6% | +105.9% | -110.6% | -4.5% |
| YTD | +9.4% | +92.6% | -83.1% | +9.6% |
| 1Y | +16.9% | +81.1% | -64.1% | +17.2% |
| 3Y | +76.6% | +84.8% | -8.2% | +76.0% |
| All | +67.2% | -34.5% | +101.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling