+313.1%
PBF vs AEE
+494.3%
-181.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +4.3% | +0.6% | +3.6% | +4.0% |
| 30D | -21.8% | +8.8% | -30.6% | -24.5% |
| 3M | +1.7% | +5.1% | -3.3% | -0.4% |
| 6M | +69.8% | +5.2% | +64.6% | +64.9% |
| YTD | +167.7% | +16.1% | +151.7% | +147.9% |
| 1Y | +89.0% | +10.4% | +78.5% | +78.7% |
| 3Y | +78.8% | +63.1% | +15.6% | +38.1% |
| 5Y | +415.4% | +55.6% | +359.8% | +302.0% |
| 10Y | +263.1% | +217.1% | +46.0% | +122.2% |
| All | +313.1% | +494.3% | -181.2% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling