+301.0%
AEM vs PBF
+817.4%
-516.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +12.5% | +15.8% | -3.4% | +11.7% |
| 3M | +26.9% | +90.3% | -63.3% | +22.7% |
| 6M | -9.4% | +102.8% | -112.3% | -13.6% |
| YTD | +20.3% | +187.3% | -167.1% | +11.0% |
| 1Y | +33.8% | +161.8% | -128.1% | +24.1% |
| 3Y | +349.8% | +55.5% | +294.3% | +332.4% |
| 5Y | +301.0% | +801.9% | -500.9% | +238.6% |
| All | +301.0% | +817.4% | -516.3% | +238.6% |
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