+41,298.9%
SBUX vs AEP
+1,888.8%
+39,410.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -3.9% | +2.0% | -5.9% | -4.6% |
| 30D | -2.8% | +0.5% | -3.3% | -3.1% |
| 3M | +8.2% | -0.3% | +8.5% | +8.1% |
| 6M | +4.3% | -3.5% | +7.7% | +5.1% |
| YTD | +23.3% | +11.3% | +12.1% | +18.1% |
| 1Y | +24.3% | +20.2% | +4.1% | +15.4% |
| 3Y | +15.5% | +79.8% | -64.3% | -8.6% |
| 5Y | -2.7% | +65.6% | -68.3% | -21.1% |
| 10Y | +128.8% | +169.3% | -40.5% | +54.3% |
| All | +41,298.9% | +1,888.8% | +39,410.0% | +16,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling