+23.5%
SBUX vs AEM
+30.1%
-6.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -6.2% | -5.0% | -1.2% | -6.1% |
| 30D | -6.4% | +8.5% | -14.9% | -6.9% |
| 3M | +1.0% | +29.3% | -28.2% | -0.4% |
| 6M | -0.4% | -12.9% | +12.5% | +0.9% |
| YTD | +20.0% | +16.8% | +3.2% | +18.8% |
| All | +23.5% | +30.1% | -6.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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