+390.4%
DDOG vs AEP
+78.5%
+312.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +2.9% | 0.0% | +2.6% |
| 30D | -31.6% | +3.2% | -34.8% | -31.8% |
| 3M | -27.0% | +3.8% | -30.8% | -27.3% |
| 6M | -10.3% | +2.5% | -12.8% | -10.7% |
| YTD | +35.4% | +15.5% | +19.9% | +31.9% |
| 1Y | -1.0% | +9.6% | -10.6% | -2.7% |
| 3Y | +76.7% | +91.2% | -14.5% | +51.6% |
| 5Y | -4.6% | +88.2% | -92.8% | -17.8% |
| All | +390.4% | +78.5% | +312.0% | +307.9% |
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