+76.9%
DDOG vs AEP
+85.6%
-8.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.8% |
| 7D | -2.3% | +0.7% | -3.0% | -2.1% |
| 30D | -35.8% | +4.8% | -40.6% | -34.4% |
| 3M | -25.3% | +5.4% | -30.6% | -23.4% |
| 6M | -8.9% | +0.4% | -9.2% | -7.8% |
| YTD | +35.6% | +15.5% | +20.1% | +42.5% |
| 1Y | -6.8% | +8.5% | -15.3% | -3.3% |
| All | +76.9% | +85.6% | -8.7% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling