+801.9%
PBF vs AEIS
+238.7%
+563.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.4% | +6.5% | -5.1% | +0.2% |
| 30D | +15.8% | -9.2% | +25.0% | +17.6% |
| 3M | +90.3% | -8.3% | +98.6% | +89.3% |
| 6M | +102.8% | -6.3% | +109.1% | +95.4% |
| YTD | +187.3% | +36.5% | +150.8% | +146.0% |
| 1Y | +161.8% | +84.8% | +77.1% | +102.4% |
| 3Y | +55.5% | +176.6% | -121.1% | +1.9% |
| 5Y | +801.9% | +237.1% | +564.8% | +421.9% |
| All | +801.9% | +238.7% | +563.2% | +421.9% |
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