+250.7%
AEM vs PBF
+441.3%
-190.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.1% |
| 7D | -5.6% | +4.3% | -9.9% | -5.7% |
| 30D | -3.9% | -21.8% | +17.9% | -3.2% |
| 3M | -3.4% | +1.7% | -5.2% | -3.9% |
| 6M | -9.0% | +69.8% | -78.8% | -12.0% |
| YTD | +5.9% | +167.7% | -161.8% | -2.5% |
| 1Y | +4.0% | +89.0% | -85.0% | -1.5% |
| 3Y | +298.8% | +78.8% | +220.0% | +274.8% |
| 5Y | +250.7% | +415.4% | -164.7% | +189.3% |
| All | +250.7% | +441.3% | -190.6% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling