+39.8%
BKNG vs AEM
+331.1%
-291.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -10.7% | -5.0% | -5.6% | -10.5% |
| 30D | -18.1% | +8.5% | -26.6% | -18.3% |
| 3M | +8.5% | +29.3% | -20.8% | +7.8% |
| 6M | -0.1% | -12.9% | +12.9% | -0.5% |
| YTD | -18.2% | +16.8% | -35.0% | -19.0% |
| 1Y | -19.9% | +29.8% | -49.7% | -21.3% |
| All | +39.8% | +331.1% | -291.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling