+795.1%
BKNG vs AEP
+913.1%
-118.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -1.0% | -9.7% | -10.4% |
| 30D | -18.1% | -0.1% | -18.0% | -18.1% |
| 3M | +8.5% | -3.2% | +11.7% | +9.3% |
| 6M | -0.1% | -5.3% | +5.2% | +1.1% |
| YTD | -18.2% | +9.5% | -27.8% | -21.0% |
| 1Y | -19.9% | +17.5% | -37.4% | -24.3% |
| 3Y | +41.6% | +77.0% | -35.4% | +16.4% |
| 5Y | +93.1% | +66.4% | +26.7% | +60.0% |
| 10Y | +214.8% | +175.1% | +39.7% | +120.4% |
| All | +795.1% | +913.1% | -118.0% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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