+801.9%
PBF vs AEE
+39.2%
+762.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +15.8% | 0.0% | +15.8% | +15.8% |
| 3M | +90.3% | -0.9% | +91.2% | +89.7% |
| 6M | +102.8% | -2.4% | +105.2% | +102.3% |
| YTD | +187.3% | +8.6% | +178.7% | +179.8% |
| 1Y | +161.8% | +10.2% | +151.7% | +153.5% |
| 3Y | +55.5% | +47.8% | +7.6% | +37.1% |
| 5Y | +801.9% | +40.1% | +761.8% | +719.8% |
| All | +801.9% | +39.2% | +762.8% | +719.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling