+121.1%
DDOG vs AEE
+48.1%
+73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.0% |
| 7D | +7.7% | +1.1% | +6.6% | +8.1% |
| 30D | -13.6% | 0.0% | -13.6% | -13.6% |
| 3M | -0.9% | -0.9% | 0.0% | -1.0% |
| 6M | +75.2% | -2.4% | +77.6% | +75.0% |
| YTD | +65.7% | +8.6% | +57.0% | +69.6% |
| 1Y | +60.4% | +10.2% | +50.2% | +64.9% |
| All | +121.1% | +48.1% | +73.0% | +153.2% |
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