+467.1%
DDOG vs AEE
+64.2%
+402.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -10.1% | +0.3% | -10.5% | -10.2% |
| 30D | -24.8% | -2.3% | -22.5% | -24.5% |
| 3M | -12.6% | +0.2% | -12.8% | -12.8% |
| 6M | +79.9% | -4.7% | +84.7% | +80.8% |
| YTD | +56.6% | +8.1% | +48.5% | +52.8% |
| 1Y | +61.6% | +8.5% | +53.0% | +57.4% |
| 3Y | +117.9% | +48.9% | +69.0% | +93.2% |
| 5Y | +54.2% | +39.9% | +14.3% | +38.5% |
| All | +467.1% | +64.2% | +402.8% | +346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling