-13.6%
BKNG vs AON
+2.1%
-15.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.4% | +5.4% | +7.5% |
| 7D | +15.6% | +9.4% | +6.1% | +10.5% |
| 30D | +8.0% | +27.0% | -19.0% | -4.3% |
| 3M | -11.8% | -3.1% | -8.7% | -10.9% |
| 6M | +3.8% | +10.0% | -6.2% | -1.0% |
| YTD | -19.6% | -1.6% | -18.0% | -20.7% |
| 1Y | -13.6% | +0.9% | -14.5% | -14.5% |
| All | -13.6% | +2.1% | -15.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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