+489.1%
DDOG vs AEP
+69.1%
+420.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -8.2% | -1.1% | -7.1% | -8.1% |
| 3M | -5.6% | -3.3% | -2.3% | -5.4% |
| 6M | +73.5% | -4.6% | +78.2% | +73.7% |
| YTD | +62.7% | +9.4% | +53.3% | +59.2% |
| 1Y | +59.0% | +16.9% | +42.0% | +53.7% |
| 3Y | +117.1% | +76.6% | +40.5% | +88.3% |
| 5Y | +61.3% | +66.2% | -4.9% | +42.2% |
| All | +489.1% | +69.1% | +420.0% | +392.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling