+795.1%
BKNG vs AON
+988.2%
-193.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | +8.5% | -8.3% | +16.8% | +12.6% |
| 6M | -0.1% | -3.6% | +3.6% | +1.3% |
| YTD | -18.2% | -12.4% | -5.9% | -13.8% |
| 1Y | -19.9% | -14.6% | -5.2% | -14.7% |
| 3Y | +41.6% | -5.7% | +47.3% | +41.8% |
| 5Y | +93.1% | +9.1% | +84.0% | +79.2% |
| 10Y | +214.8% | +208.7% | +6.1% | +79.7% |
| All | +795.1% | +988.2% | -193.1% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling