+76.4%
PBF vs AEE
+63.2%
+13.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.3% |
| 7D | +4.3% | +0.6% | +3.6% | +4.3% |
| 30D | -21.8% | +8.8% | -30.6% | -21.2% |
| 3M | +1.7% | +5.1% | -3.3% | +2.2% |
| 6M | +69.8% | +5.2% | +64.6% | +70.1% |
| YTD | +167.7% | +16.1% | +151.7% | +167.0% |
| 1Y | +89.0% | +10.4% | +78.5% | +88.8% |
| All | +76.4% | +63.2% | +13.2% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling