+467.1%
DDOG vs AEIS
+395.0%
+72.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.7% |
| 7D | -10.1% | +3.0% | -13.1% | -11.0% |
| 30D | -24.8% | -14.6% | -10.2% | -21.0% |
| 3M | -12.6% | -12.4% | -0.2% | -11.7% |
| 6M | +79.9% | -15.0% | +94.9% | +76.9% |
| YTD | +56.6% | +34.3% | +22.3% | +25.0% |
| 1Y | +61.6% | +87.4% | -25.8% | +9.4% |
| 3Y | +117.9% | +139.8% | -21.9% | +24.6% |
| 5Y | +54.2% | +220.7% | -166.5% | -22.9% |
| All | +467.1% | +395.0% | +72.1% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling