-20.2%
BKNG vs AEM
+30.1%
-50.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -10.7% | -5.0% | -5.6% | -10.6% |
| 30D | -18.1% | +8.5% | -26.6% | -18.1% |
| 3M | +8.5% | +29.3% | -20.8% | +8.7% |
| 6M | -0.1% | -12.9% | +12.9% | -2.3% |
| YTD | -18.2% | +16.8% | -35.0% | -17.8% |
| All | -20.2% | +30.1% | -50.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling