+56.0%
PBF vs AEE
+49.7%
+6.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.3% |
| 7D | +2.4% | +1.3% | +1.1% | +2.5% |
| 30D | +24.9% | -1.2% | +26.1% | +24.8% |
| 3M | +81.9% | +1.0% | +80.8% | +81.2% |
| 6M | +79.4% | -2.3% | +81.6% | +78.6% |
| YTD | +188.3% | +9.1% | +179.2% | +185.3% |
| 1Y | +177.3% | +10.6% | +166.7% | +173.5% |
| 3Y | +56.0% | +48.5% | +7.5% | +43.5% |
| All | +56.0% | +49.7% | +6.3% | +43.5% |
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 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