+334.9%
PBF vs AEIS
+531.1%
-196.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.9% | +2.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +11.6% | -16.4% | +28.0% | +18.7% |
| 3M | +81.7% | -11.1% | +92.9% | +81.8% |
| 6M | +96.4% | -12.0% | +108.5% | +88.6% |
| YTD | +189.5% | +30.9% | +158.6% | +126.7% |
| 1Y | +180.7% | +74.3% | +106.4% | +88.5% |
| 3Y | +56.6% | +165.2% | -108.5% | -20.3% |
| 5Y | +802.0% | +220.0% | +581.9% | +283.5% |
| All | +334.9% | +531.1% | -196.2% | +22.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling