+408.7%
AEM vs PBF
+260.7%
+148.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -6.8% | +6.5% | -13.3% | -6.8% |
| 30D | +0.8% | -20.0% | +20.8% | +0.7% |
| 3M | -0.8% | -3.3% | +2.5% | -0.8% |
| 6M | -8.5% | +76.8% | -85.3% | -8.4% |
| YTD | +5.9% | +168.9% | -163.0% | +5.6% |
| 1Y | +6.6% | +96.4% | -89.8% | +6.5% |
| 3Y | +302.2% | +77.2% | +225.0% | +301.0% |
| 5Y | +250.8% | +417.7% | -167.0% | +257.4% |
| All | +408.7% | +260.7% | +148.0% | +414.9% |
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