-44.0%
BIDU vs AEE
+38.7%
-82.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -8.1% | -0.8% | -7.3% | -8.1% |
| 30D | -12.8% | -2.9% | -9.9% | -12.8% |
| 3M | -21.3% | -2.4% | -18.9% | -21.4% |
| 6M | -27.0% | -2.7% | -24.3% | -27.1% |
| YTD | -30.0% | +7.3% | -37.3% | -30.7% |
| 1Y | -18.3% | +7.5% | -25.8% | -19.1% |
| 3Y | -33.8% | +46.2% | -80.0% | -37.1% |
| All | -44.0% | +38.7% | -82.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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