+56.0%
PBF vs AEIS
+173.5%
-117.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.9% |
| 7D | +2.4% | +8.1% | -5.8% | +1.2% |
| 30D | +24.9% | -11.1% | +36.0% | +26.7% |
| 3M | +81.9% | -5.6% | +87.5% | +79.9% |
| 6M | +79.4% | -0.6% | +80.0% | +69.7% |
| YTD | +188.3% | +38.0% | +150.3% | +145.8% |
| 1Y | +177.3% | +87.2% | +90.0% | +111.9% |
| 3Y | +56.0% | +179.7% | -123.7% | +1.8% |
| All | +56.0% | +173.5% | -117.5% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling