+608.2%
OKTA vs AEIS
+342.4%
+265.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -4.3% |
| 7D | -2.4% | +2.3% | -4.7% | -3.3% |
| 30D | +13.0% | -14.8% | +27.8% | +18.6% |
| 3M | +41.7% | -15.6% | +57.3% | +45.5% |
| 6M | +105.9% | -8.7% | +114.6% | +98.3% |
| YTD | +92.6% | +37.3% | +55.2% | +54.6% |
| 1Y | +81.1% | +80.3% | +0.7% | +28.4% |
| 3Y | +84.8% | +177.9% | -93.1% | +4.8% |
| 5Y | -34.4% | +235.8% | -270.3% | -65.5% |
| All | +608.2% | +342.4% | +265.8% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling