+18.7%
AEM vs PBF
+120.1%
-101.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -6.7% | +16.3% | +8.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.1% |
| 30D | +0.1% | -13.7% | +13.8% | -1.4% |
| 3M | +22.1% | +10.6% | +11.5% | +24.3% |
| 6M | +2.4% | +61.2% | -58.7% | +9.4% |
| YTD | +8.9% | +172.7% | -163.8% | +8.4% |
| 1Y | +18.7% | +111.0% | -92.3% | +25.1% |
| All | +18.7% | +120.1% | -101.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling