+69.8%
PBF vs AEE
+4.8%
+65.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.3% |
| 7D | +4.3% | +0.6% | +3.6% | +4.6% |
| 30D | -21.8% | +8.8% | -30.6% | -18.5% |
| 3M | +1.7% | +5.1% | -3.3% | +3.3% |
| 6M | +69.8% | +5.2% | +64.6% | +68.5% |
| All | +69.8% | +4.8% | +65.0% | +68.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling