+59.4%
DDOG vs AEE
+9.0%
+50.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -2.3% |
| 7D | +3.2% | -0.7% | +3.9% | +2.9% |
| 30D | -10.2% | -2.0% | -8.2% | -11.1% |
| 3M | -2.6% | -2.8% | +0.2% | -3.4% |
| 6M | +80.1% | -3.6% | +83.7% | +79.0% |
| YTD | +63.0% | +7.3% | +55.7% | +62.4% |
| 1Y | +59.4% | +8.7% | +50.7% | +59.9% |
| All | +59.4% | +9.0% | +50.3% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling