-20.2%
BKNG vs AON
-15.5%
-4.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -10.7% | -5.9% | -4.8% | -8.0% |
| 30D | -18.1% | -13.7% | -4.4% | -12.5% |
| 3M | +8.5% | -8.3% | +16.8% | +13.0% |
| 6M | -0.1% | -3.6% | +3.6% | +2.0% |
| YTD | -18.2% | -12.4% | -5.9% | -14.4% |
| All | -20.2% | -15.5% | -4.7% | -16.7% |
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