+250.9%
PBF vs AEE
+222.5%
+28.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | 0.0% |
| 7D | +6.5% | +1.7% | +4.8% | +5.7% |
| 30D | -20.0% | +9.7% | -29.7% | -23.1% |
| 3M | -3.3% | +5.9% | -9.3% | -5.8% |
| 6M | +76.8% | +6.7% | +70.1% | +70.5% |
| YTD | +168.9% | +17.4% | +151.6% | +146.9% |
| 1Y | +96.4% | +12.7% | +83.7% | +83.6% |
| 3Y | +77.2% | +68.2% | +9.0% | +32.3% |
| 5Y | +417.7% | +57.3% | +360.4% | +294.2% |
| All | +250.9% | +222.5% | +28.4% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling