+19.8%
DDOG vs AEIS
+6.2%
+13.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -11.1% | -3.3% | -13.6% |
| 7D | -32.2% | -12.7% | -19.5% | -31.5% |
| 30D | -31.7% | -28.8% | -2.9% | -31.4% |
| 3M | -34.5% | -38.0% | +3.5% | -34.6% |
| 6M | +28.7% | -45.3% | +74.0% | +28.9% |
| YTD | +38.8% | +1.1% | +37.6% | +32.9% |
| 1Y | +19.8% | +8.6% | +11.2% | +15.7% |
| All | +19.8% | +6.2% | +13.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling