+88.1%
PBF vs AEIS
+3.6%
+84.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.8% |
| 7D | +3.8% | +23.2% | -19.4% | +3.4% |
| 30D | -22.2% | -17.0% | -5.2% | -22.7% |
| 3M | +1.3% | -32.2% | +33.4% | -0.6% |
| 6M | +69.0% | -32.6% | +101.5% | +65.6% |
| YTD | +166.5% | +9.4% | +157.1% | +150.4% |
| 1Y | +88.1% | +7.7% | +80.4% | +76.5% |
| All | +88.1% | +3.6% | +84.4% | +76.5% |
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