+211.7%
AEP vs BIDU
-51.3%
+263.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +2.9% | -4.6% | +7.4% | +2.9% |
| 30D | +3.2% | -4.5% | +7.7% | +3.2% |
| 3M | +3.8% | -25.4% | +29.2% | +3.9% |
| 6M | +2.5% | -48.1% | +50.6% | +2.7% |
| YTD | +15.5% | -40.2% | +55.7% | +15.6% |
| 1Y | +9.6% | -35.2% | +44.8% | +9.6% |
| 3Y | +91.2% | -27.1% | +118.3% | +90.5% |
| 5Y | +88.2% | -54.2% | +142.4% | +87.8% |
| All | +211.7% | -51.3% | +263.0% | +178.1% |
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