+111.0%
PBF vs AEE
+13.9%
+97.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.1% | -5.7% |
| 7D | -0.9% | +4.7% | -5.6% | +0.9% |
| 30D | -13.7% | +13.4% | -27.1% | -9.4% |
| 3M | +10.6% | +4.1% | +6.6% | +11.9% |
| 6M | +61.2% | +2.0% | +59.1% | +60.9% |
| YTD | +172.7% | +15.6% | +157.1% | +172.3% |
| 1Y | +111.0% | +14.1% | +96.9% | +110.8% |
| All | +111.0% | +13.9% | +97.1% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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