+111.0%
PBF vs AEIS
+6.2%
+104.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.1% | +4.5% | -6.7% |
| 7D | -0.9% | -12.7% | +11.8% | -1.1% |
| 30D | -13.7% | -28.8% | +15.1% | -14.3% |
| 3M | +10.6% | -38.0% | +48.6% | +8.8% |
| 6M | +61.2% | -45.3% | +106.5% | +57.2% |
| YTD | +172.7% | +1.1% | +171.6% | +163.1% |
| 1Y | +111.0% | +8.6% | +102.4% | +100.9% |
| All | +111.0% | +6.2% | +104.8% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling