+50.6%
DDOG vs AEIS
+228.8%
-178.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.3% |
| 7D | -6.1% | +8.1% | -14.2% | -8.7% |
| 30D | -10.1% | -11.1% | +1.0% | -7.0% |
| 3M | -9.3% | -5.6% | -3.6% | -11.1% |
| 6M | +67.2% | -0.6% | +67.8% | +52.0% |
| YTD | +54.6% | +38.0% | +16.6% | +15.6% |
| 1Y | +54.1% | +87.2% | -33.2% | -5.5% |
| 3Y | +115.3% | +179.7% | -64.4% | -6.1% |
| 5Y | +50.6% | +241.7% | -191.1% | -46.0% |
| All | +50.6% | +228.8% | -178.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling