+10.8%
AEP vs PBF
+120.1%
-109.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.5% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +7.9% | -13.7% | +21.7% | +7.9% |
| 3M | +1.5% | +10.6% | -9.2% | +1.6% |
| 6M | -2.6% | +61.2% | -63.8% | -2.8% |
| YTD | +14.7% | +172.7% | -158.1% | +11.5% |
| 1Y | +10.8% | +111.0% | -100.3% | +10.2% |
| All | +10.8% | +120.1% | -109.3% | +10.2% |
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