+84.8%
OKTA vs AEE
+46.3%
+38.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.5% |
| 30D | +13.0% | -2.9% | +16.0% | +12.5% |
| 3M | +41.7% | -2.4% | +44.1% | +41.0% |
| 6M | +105.9% | -2.7% | +108.6% | +105.0% |
| YTD | +92.6% | +7.3% | +85.3% | +91.1% |
| 1Y | +81.1% | +7.5% | +73.5% | +79.5% |
| 3Y | +84.8% | +46.2% | +38.6% | +72.0% |
| All | +84.8% | +46.3% | +38.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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