+489.1%
DDOG vs AEIS
+406.2%
+83.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.2% | -1.9% |
| 7D | +3.9% | +2.3% | +1.6% | +3.0% |
| 30D | -8.2% | -14.8% | +6.6% | -3.5% |
| 3M | -5.6% | -15.6% | +10.0% | -3.1% |
| 6M | +73.5% | -8.7% | +82.2% | +66.4% |
| YTD | +62.7% | +37.3% | +25.3% | +28.7% |
| 1Y | +59.0% | +80.3% | -21.4% | +9.6% |
| 3Y | +117.1% | +177.9% | -60.8% | +16.3% |
| 5Y | +61.3% | +235.8% | -174.5% | -20.7% |
| All | +489.1% | +406.2% | +83.0% | +108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling