+250.9%
PBF vs AEIS
+332.3%
-81.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.4% | +2.0% |
| 7D | +6.5% | +11.5% | -5.0% | +1.9% |
| 30D | -20.0% | -15.8% | -4.2% | -15.9% |
| 3M | -3.3% | -33.3% | +30.0% | +10.1% |
| 6M | +76.8% | -35.2% | +112.0% | +93.8% |
| YTD | +168.9% | +5.0% | +163.9% | +124.4% |
| 1Y | +96.4% | +8.5% | +87.9% | +60.7% |
| 3Y | +77.2% | +152.9% | -75.7% | -12.0% |
| 5Y | +417.7% | +144.6% | +273.1% | +140.0% |
| All | +250.9% | +332.3% | -81.4% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling