+59.9%
DDOG vs AEP
+64.9%
-5.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.1% |
| 7D | +7.7% | +0.9% | +6.8% | +7.7% |
| 30D | -13.6% | +1.5% | -15.1% | -13.5% |
| 3M | -0.9% | -1.7% | +0.8% | -1.0% |
| 6M | +75.2% | -4.0% | +79.3% | +74.9% |
| YTD | +65.7% | +10.6% | +55.1% | +64.4% |
| 1Y | +60.4% | +18.6% | +41.8% | +58.5% |
| 3Y | +130.7% | +78.7% | +52.0% | +110.3% |
| 5Y | +59.9% | +65.1% | -5.2% | +52.2% |
| All | +59.9% | +64.9% | -5.0% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling