-6.7%
SBUX vs AON
+6.4%
-13.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -5.5% | -6.3% | +0.8% | -3.4% |
| 30D | -8.5% | -14.1% | +5.6% | -3.9% |
| 3M | -2.9% | -9.5% | +6.6% | -0.1% |
| 6M | -1.5% | -4.0% | +2.5% | -1.1% |
| YTD | +19.4% | -13.8% | +33.2% | +24.3% |
| 1Y | +22.9% | -18.3% | +41.2% | +30.5% |
| 3Y | +11.3% | -7.2% | +18.5% | +10.5% |
| All | -6.7% | +6.4% | -13.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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