+170.0%
PBF vs AEE
+8.8%
+161.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +4.3% | +0.3% | +4.0% | +4.5% |
| 30D | +22.0% | -2.3% | +24.3% | +20.5% |
| 3M | +74.5% | +0.2% | +74.3% | +73.9% |
| 6M | +67.7% | -4.7% | +72.4% | +63.6% |
| YTD | +179.2% | +8.1% | +171.1% | +189.4% |
| 1Y | +170.0% | +8.5% | +161.5% | +195.5% |
| All | +170.0% | +8.8% | +161.2% | +195.5% |
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