-5.6%
SBUX vs AEP
+65.2%
-70.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -6.3% | +0.9% | -7.1% | -6.5% |
| 30D | -3.9% | +1.5% | -5.3% | -4.3% |
| 3M | +3.3% | -1.7% | +5.0% | +3.6% |
| 6M | +1.4% | -4.0% | +5.5% | +2.2% |
| YTD | +21.0% | +10.6% | +10.4% | +16.7% |
| 1Y | +22.4% | +18.6% | +3.8% | +15.2% |
| 3Y | +13.2% | +78.7% | -65.5% | -10.8% |
| All | -5.6% | +65.2% | -70.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling