+304.1%
PBF vs AEIS
+1,725.2%
-1,421.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.5% | +1.3% | +4.3% |
| 7D | -4.0% | +9.5% | -13.5% | -7.2% |
| 30D | -18.0% | -17.5% | -0.5% | -13.5% |
| 3M | +0.9% | -29.3% | +30.2% | +11.3% |
| 6M | +65.7% | -34.7% | +100.4% | +80.2% |
| YTD | +161.9% | +10.7% | +151.1% | +121.3% |
| 1Y | +77.8% | +7.4% | +70.4% | +51.7% |
| 3Y | +74.9% | +161.1% | -86.3% | -3.4% |
| 5Y | +423.4% | +150.7% | +272.7% | +176.4% |
| 10Y | +255.2% | +360.8% | -105.7% | +41.0% |
| All | +304.1% | +1,725.2% | -1,421.2% | +14.3% |
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