+115.3%
DDOG vs AEP
+80.6%
+34.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.0% |
| 7D | -6.1% | +2.0% | -8.1% | -5.4% |
| 30D | -10.1% | +0.5% | -10.6% | -9.8% |
| 3M | -9.3% | -0.3% | -8.9% | -9.1% |
| 6M | +67.2% | -3.5% | +70.7% | +66.3% |
| YTD | +54.6% | +11.3% | +43.3% | +59.3% |
| 1Y | +54.1% | +20.2% | +33.8% | +61.8% |
| 3Y | +115.3% | +79.8% | +35.5% | +139.3% |
| All | +115.3% | +80.6% | +34.7% | +139.3% |
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