+1,272.5%
AON vs BIDU
+1,302.3%
-29.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -1.5% |
| 7D | -3.2% | -2.4% | -0.8% | -3.0% |
| 30D | -11.9% | -15.6% | +3.8% | -10.4% |
| 3M | -2.9% | -22.3% | +19.4% | -0.6% |
| 6M | -6.8% | -22.3% | +15.4% | -5.2% |
| YTD | -10.1% | -29.2% | +19.1% | -7.9% |
| 1Y | -14.2% | -14.8% | +0.6% | -14.5% |
| 3Y | -3.3% | -31.8% | +28.5% | -3.0% |
| 5Y | +13.6% | -43.1% | +56.7% | +11.8% |
| 10Y | +209.2% | -50.6% | +259.8% | +194.6% |
| All | +1,272.5% | +1,302.3% | -29.8% | +803.8% |
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