+29.8%
AEM vs PBF
+167.4%
-137.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -2.8% |
| 7D | -5.0% | +2.3% | -7.4% | -4.8% |
| 30D | +8.5% | +11.6% | -3.1% | +9.7% |
| 3M | +29.3% | +81.7% | -52.5% | +36.0% |
| 6M | -12.9% | +96.4% | -109.4% | -9.3% |
| YTD | +16.8% | +189.5% | -172.7% | +15.7% |
| 1Y | +29.8% | +180.7% | -150.9% | +31.8% |
| All | +29.8% | +167.4% | -137.5% | +31.8% |
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