+66.1%
AEP vs PBF
+820.5%
-754.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.7% |
| 7D | +2.0% | +2.4% | -0.4% | +2.0% |
| 30D | +0.5% | +24.9% | -24.4% | +0.2% |
| 3M | -0.3% | +81.9% | -82.2% | -1.4% |
| 6M | -3.5% | +79.4% | -82.8% | -4.6% |
| YTD | +11.3% | +188.3% | -177.0% | +8.8% |
| 1Y | +20.2% | +177.3% | -157.0% | +17.6% |
| 3Y | +79.8% | +56.0% | +23.8% | +77.6% |
| All | +66.1% | +820.5% | -754.4% | +60.2% |
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 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