+393.4%
PBF vs AEIS
+145.7%
+247.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.4% |
| 7D | -15.3% | -6.9% | -8.4% | -14.4% |
| 30D | -21.8% | -23.2% | +1.4% | -18.7% |
| 3M | -0.2% | -29.5% | +29.3% | +4.9% |
| 6M | +63.6% | -37.9% | +101.5% | +72.6% |
| YTD | +147.5% | +6.0% | +141.5% | +122.2% |
| 1Y | +69.8% | +1.2% | +68.6% | +54.1% |
| 3Y | +65.3% | +150.0% | -84.7% | +12.0% |
| 5Y | +393.4% | +141.9% | +251.5% | +233.9% |
| All | +393.4% | +145.7% | +247.7% | +233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling