+652.8%
AEP vs BIDU
+1,302.3%
-649.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +1.1% |
| 7D | +2.0% | -2.4% | +4.4% | +2.1% |
| 30D | +0.5% | -15.6% | +16.2% | +1.3% |
| 3M | -0.3% | -22.3% | +22.0% | +0.8% |
| 6M | -3.5% | -22.3% | +18.8% | -2.6% |
| YTD | +11.3% | -29.2% | +40.4% | +12.7% |
| 1Y | +20.2% | -14.8% | +35.1% | +20.1% |
| 3Y | +79.8% | -31.8% | +111.6% | +80.3% |
| 5Y | +65.6% | -43.1% | +108.7% | +64.3% |
| 10Y | +169.3% | -50.6% | +219.9% | +159.8% |
| All | +652.8% | +1,302.3% | -649.5% | +439.3% |
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