+123.9%
SBUX vs AEP
+174.9%
-51.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -5.5% | -0.9% | -4.5% | -5.2% |
| 30D | -8.5% | -1.1% | -7.4% | -8.2% |
| 3M | -2.9% | -3.3% | +0.4% | -1.9% |
| 6M | -1.5% | -4.6% | +3.1% | -0.3% |
| YTD | +19.4% | +9.4% | +10.0% | +14.5% |
| 1Y | +22.9% | +16.9% | +6.0% | +14.6% |
| 3Y | +11.3% | +76.6% | -65.3% | -14.3% |
| 5Y | -6.9% | +66.2% | -73.0% | -26.9% |
| All | +123.9% | +174.9% | -51.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling