+330.8%
PBF vs AEE
+453.5%
-122.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +22.0% | -2.3% | +24.3% | +23.0% |
| 3M | +74.5% | +0.2% | +74.3% | +73.2% |
| 6M | +67.7% | -4.7% | +72.4% | +69.1% |
| YTD | +179.2% | +8.1% | +171.1% | +166.2% |
| 1Y | +170.0% | +8.5% | +161.5% | +156.1% |
| 3Y | +66.4% | +48.9% | +17.5% | +33.4% |
| 5Y | +764.5% | +39.9% | +724.6% | +604.3% |
| 10Y | +358.5% | +186.5% | +172.0% | +190.6% |
| All | +330.8% | +453.5% | -122.7% | +95.0% |
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