+19.8%
DDOG vs AEP
+10.7%
+9.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.5% | -13.9% | -14.8% |
| 7D | -32.2% | +0.8% | -33.0% | -31.7% |
| 30D | -31.7% | +7.9% | -39.7% | -27.2% |
| 3M | -34.5% | +1.5% | -36.0% | -33.3% |
| 6M | +28.7% | -2.6% | +31.2% | +29.3% |
| YTD | +38.8% | +14.7% | +24.1% | +49.2% |
| 1Y | +19.8% | +10.8% | +9.1% | +31.2% |
| All | +19.8% | +10.7% | +9.1% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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