+41.6%
AA vs PLUG
-25.0%
+66.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.5% | +8.7% | +0.1% |
| 7D | +0.5% | -23.4% | +24.0% | +5.2% |
| 30D | -0.6% | -23.4% | +22.9% | +3.9% |
| 3M | -19.7% | -51.7% | +32.1% | -9.0% |
| 6M | -41.6% | -72.0% | +30.4% | -27.8% |
| YTD | -24.6% | -43.7% | +19.0% | -19.6% |
| 1Y | +4.9% | -55.4% | +60.3% | +16.0% |
| 3Y | +66.8% | -68.0% | +134.8% | +64.2% |
| 5Y | -19.4% | -97.4% | +78.0% | +13.8% |
| All | +41.6% | -25.0% | +66.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling