+59.9%
DDOG vs AEE
+39.2%
+20.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.1% |
| 7D | +7.7% | +1.1% | +6.6% | +7.7% |
| 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% | +75.1% |
| YTD | +65.7% | +8.6% | +57.0% | +64.4% |
| 1Y | +60.4% | +10.2% | +50.2% | +59.0% |
| 3Y | +130.7% | +47.8% | +82.8% | +121.7% |
| 5Y | +59.9% | +40.1% | +19.8% | +55.7% |
| All | +59.9% | +39.2% | +20.7% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling