+9.1%
AON vs BIDU
-45.6%
+54.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -5.9% | -5.2% | -0.7% | -5.7% |
| 30D | -13.7% | -14.5% | +0.8% | -13.3% |
| 3M | -8.3% | -22.9% | +14.6% | -7.7% |
| 6M | -3.6% | -27.8% | +24.2% | -3.1% |
| YTD | -12.4% | -30.7% | +18.3% | -11.9% |
| 1Y | -14.6% | -15.8% | +1.2% | -15.2% |
| 3Y | -5.7% | -33.2% | +27.5% | -5.6% |
| 5Y | +9.1% | -44.8% | +53.9% | +9.6% |
| All | +9.1% | -45.6% | +54.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling