+78.6%
AEP vs BIDU
-33.9%
+112.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +0.9% | -2.4% | +3.3% | +0.8% |
| 30D | +1.5% | -16.0% | +17.4% | +1.2% |
| 3M | -1.7% | -24.0% | +22.3% | -2.1% |
| 6M | -4.0% | -24.9% | +20.8% | -4.4% |
| YTD | +10.6% | -29.6% | +40.2% | +10.0% |
| 1Y | +18.6% | -15.2% | +33.8% | +17.9% |
| All | +78.6% | -33.9% | +112.4% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling