+39.2%
AEM vs PBF
+176.4%
-137.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.3% |
| 7D | -0.5% | +4.3% | -4.8% | -0.1% |
| 30D | +24.0% | +22.0% | +2.0% | +26.1% |
| 3M | +16.1% | +74.5% | -58.4% | +21.7% |
| 6M | -11.6% | +67.7% | -79.3% | -7.3% |
| YTD | +21.5% | +179.2% | -157.6% | +20.5% |
| 1Y | +39.2% | +170.0% | -130.8% | +42.0% |
| All | +39.2% | +176.4% | -137.2% | +42.0% |
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