+91.7%
BKNG vs AON
+8.1%
+83.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -10.7% | -5.9% | -4.8% | -8.2% |
| 30D | -18.1% | -13.7% | -4.4% | -12.8% |
| 3M | +8.5% | -8.3% | +16.8% | +12.6% |
| 6M | -0.1% | -3.6% | +3.6% | +1.5% |
| YTD | -18.2% | -12.4% | -5.9% | -13.8% |
| 1Y | -19.9% | -14.6% | -5.2% | -14.8% |
| 3Y | +41.6% | -5.7% | +47.3% | +42.6% |
| All | +91.7% | +8.1% | +83.5% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling