+180.7%
PBF vs AEIS
+76.3%
+104.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.9% | +0.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +11.6% | -16.4% | +28.0% | +11.0% |
| 3M | +81.7% | -11.1% | +92.9% | +80.6% |
| 6M | +96.4% | -12.0% | +108.5% | +92.5% |
| YTD | +189.5% | +30.9% | +158.6% | +167.5% |
| 1Y | +180.7% | +74.3% | +106.4% | +145.9% |
| All | +180.7% | +76.3% | +104.5% | +145.9% |
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