+61.6%
DDOG vs AEP
+16.1%
+45.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.0% |
| 7D | -10.1% | +1.8% | -11.9% | -9.1% |
| 30D | -24.8% | -0.8% | -24.0% | -25.0% |
| 3M | -12.6% | -1.8% | -10.8% | -13.0% |
| 6M | +79.9% | -5.4% | +85.3% | +76.3% |
| YTD | +56.6% | +10.4% | +46.1% | +59.8% |
| 1Y | +61.6% | +18.2% | +43.4% | +67.6% |
| All | +61.6% | +16.1% | +45.5% | +67.6% |
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