+313.1%
PBF vs AEIS
+1,703.0%
-1,389.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.7% |
| 7D | +4.3% | +23.2% | -19.0% | -3.2% |
| 30D | -21.8% | -17.0% | -4.8% | -17.7% |
| 3M | +1.7% | -32.2% | +33.9% | +13.8% |
| 6M | +69.8% | -32.6% | +102.3% | +82.4% |
| YTD | +167.7% | +9.4% | +158.4% | +127.2% |
| 1Y | +89.0% | +7.7% | +81.3% | +60.9% |
| 3Y | +78.8% | +157.9% | -79.2% | -0.9% |
| 5Y | +415.4% | +154.8% | +260.7% | +170.0% |
| 10Y | +263.1% | +355.2% | -92.1% | +44.7% |
| All | +313.1% | +1,703.0% | -1,389.9% | +17.4% |
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