+651.0%
BIDU vs AEIS
+3,067.4%
-2,416.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.4% | +6.5% | -8.9% | -4.4% |
| 30D | -16.0% | -9.2% | -6.8% | -13.6% |
| 3M | -24.0% | -8.3% | -15.7% | -23.9% |
| 6M | -24.9% | -6.3% | -18.5% | -26.1% |
| YTD | -29.6% | +36.5% | -66.1% | -39.1% |
| 1Y | -15.2% | +84.8% | -99.9% | -34.2% |
| 3Y | -32.2% | +176.6% | -208.8% | -56.0% |
| 5Y | -43.8% | +237.1% | -280.9% | -66.1% |
| 10Y | -49.5% | +554.7% | -604.1% | -77.5% |
| All | +651.0% | +3,067.4% | -2,416.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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