-6.7%
SBUX vs AEM
+306.3%
-313.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -5.5% | -2.1% | -3.4% | -5.3% |
| 30D | -8.5% | +8.4% | -16.9% | -9.4% |
| 3M | -2.9% | +27.3% | -30.2% | -5.7% |
| 6M | -1.5% | -9.7% | +8.1% | -0.8% |
| YTD | +19.4% | +19.0% | +0.4% | +15.9% |
| 1Y | +22.9% | +31.5% | -8.5% | +17.3% |
| 3Y | +11.3% | +338.7% | -327.4% | -12.5% |
| All | -6.7% | +306.3% | -313.0% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling