+1,938.6%
AEM vs BIDU
+1,302.3%
+636.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.5% | -0.5% |
| 7D | +4.3% | -2.4% | +6.8% | +4.6% |
| 30D | +13.1% | -15.6% | +28.8% | +15.5% |
| 3M | +24.8% | -22.3% | +47.1% | +28.6% |
| 6M | -8.2% | -22.3% | +14.0% | -5.5% |
| YTD | +19.8% | -29.2% | +49.0% | +24.6% |
| 1Y | +32.1% | -14.8% | +46.9% | +33.2% |
| 3Y | +348.2% | -31.8% | +380.0% | +356.7% |
| 5Y | +297.5% | -43.1% | +340.6% | +298.7% |
| 10Y | +343.3% | -50.6% | +393.9% | +329.2% |
| All | +1,938.6% | +1,302.3% | +636.3% | +1,064.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 all: compounded portfolio wealth divided by compounded BIDU 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…
all analysis · Full analysis span regression · 6 months rolling