+330.8%
PBF vs AEIS
+2,113.8%
-1,783.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.2% |
| 7D | +4.3% | +3.0% | +1.3% | +3.1% |
| 30D | +22.0% | -14.6% | +36.6% | +28.1% |
| 3M | +74.5% | -12.4% | +86.9% | +75.5% |
| 6M | +67.7% | -15.0% | +82.6% | +64.1% |
| YTD | +179.2% | +34.3% | +144.9% | +124.5% |
| 1Y | +170.0% | +87.4% | +82.6% | +86.6% |
| 3Y | +66.4% | +139.8% | -73.4% | -2.2% |
| 5Y | +764.5% | +220.7% | +543.8% | +325.3% |
| 10Y | +358.5% | +531.6% | -173.1% | +69.0% |
| All | +330.8% | +2,113.8% | -1,783.0% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling