+170.5%
AEP vs BIDU
-48.7%
+219.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.9% | -8.1% | +7.2% | -0.9% |
| 30D | -1.1% | -12.8% | +11.8% | -1.0% |
| 3M | -3.3% | -21.3% | +18.0% | -3.2% |
| 6M | -4.6% | -27.0% | +22.3% | -4.5% |
| YTD | +9.4% | -30.0% | +39.5% | +9.5% |
| 1Y | +16.9% | -18.3% | +35.2% | +16.8% |
| 3Y | +76.6% | -33.8% | +110.5% | +76.6% |
| 5Y | +66.2% | -44.3% | +110.5% | +65.7% |
| All | +170.5% | -48.7% | +219.2% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling