+173.4%
AEP vs PBF
+364.0%
-190.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | +1.5% | +15.8% | -14.4% | +1.0% |
| 3M | -1.7% | +90.3% | -91.9% | -4.0% |
| 6M | -4.0% | +102.8% | -106.9% | -6.7% |
| YTD | +10.6% | +187.3% | -176.7% | +6.0% |
| 1Y | +18.6% | +161.8% | -143.2% | +13.9% |
| 3Y | +78.7% | +55.5% | +23.2% | +73.5% |
| 5Y | +65.1% | +801.9% | -736.8% | +46.7% |
| All | +173.4% | +364.0% | -190.5% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling