+385.4%
AEM vs PBF
+303.9%
+81.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.1% |
| 7D | -0.5% | +4.3% | -4.8% | -0.6% |
| 30D | +24.0% | +22.0% | +2.0% | +23.6% |
| 3M | +16.1% | +74.5% | -58.4% | +15.0% |
| 6M | -11.6% | +67.7% | -79.3% | -12.5% |
| YTD | +21.5% | +179.2% | -157.6% | +18.8% |
| 1Y | +39.2% | +170.0% | -130.8% | +36.0% |
| 3Y | +347.4% | +66.4% | +281.0% | +339.4% |
| 5Y | +290.1% | +764.5% | -474.4% | +278.3% |
| 10Y | +357.8% | +358.5% | -0.7% | +330.4% |
| All | +385.4% | +303.9% | +81.5% | +296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling