+612.9%
OKTA vs AEIS
+344.7%
+268.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.7% |
| 7D | +0.7% | +8.1% | -7.4% | -1.9% |
| 30D | +13.0% | -11.1% | +24.1% | +16.9% |
| 3M | +43.4% | -5.6% | +49.1% | +41.7% |
| 6M | +107.6% | -0.6% | +108.3% | +93.7% |
| YTD | +93.8% | +38.0% | +55.8% | +55.6% |
| 1Y | +80.8% | +87.2% | -6.4% | +26.5% |
| 3Y | +91.8% | +179.7% | -87.9% | +8.6% |
| 5Y | -36.4% | +241.7% | -278.1% | -66.6% |
| All | +612.9% | +344.7% | +268.2% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling