+346.7%
AEM vs PBF
+367.4%
-20.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -2.9% |
| 7D | -5.0% | +2.3% | -7.4% | -5.0% |
| 30D | +8.5% | +11.6% | -3.1% | +8.5% |
| 3M | +29.3% | +81.7% | -52.5% | +29.4% |
| 6M | -12.9% | +96.4% | -109.4% | -13.0% |
| YTD | +16.8% | +189.5% | -172.7% | +16.2% |
| 1Y | +29.8% | +180.7% | -150.9% | +29.3% |
| 3Y | +336.7% | +56.6% | +280.1% | +335.2% |
| 5Y | +299.9% | +802.0% | -502.0% | +312.4% |
| All | +346.7% | +367.4% | -20.7% | +347.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling