+634.8%
OKTA vs AEE
+154.2%
+480.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | +14.6% | 0.0% | +14.6% | +14.5% |
| 3M | +44.0% | -0.9% | +44.9% | +43.9% |
| 6M | +116.7% | -2.4% | +119.1% | +116.4% |
| YTD | +99.8% | +8.6% | +91.1% | +94.7% |
| 1Y | +84.1% | +10.2% | +73.9% | +78.6% |
| 3Y | +97.7% | +47.8% | +49.9% | +77.3% |
| 5Y | -35.2% | +40.1% | -75.3% | -41.7% |
| All | +634.8% | +154.2% | +480.5% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling