+66.3%
AA vs PLUG
+6.6%
+59.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.4% | -4.5% | +1.6% |
| 7D | +0.9% | +5.8% | -4.9% | -0.2% |
| 30D | -6.7% | -18.5% | +11.9% | -3.5% |
| 3M | -16.3% | -30.0% | +13.6% | -11.2% |
| 6M | -37.1% | -56.2% | +19.1% | -28.2% |
| YTD | -25.0% | -26.4% | +1.4% | -23.6% |
| 1Y | +8.6% | -42.2% | +50.8% | +14.8% |
| 3Y | +57.2% | -76.8% | +134.1% | +61.0% |
| 5Y | -13.0% | -96.2% | +83.2% | +15.2% |
| All | +66.3% | +6.6% | +59.7% | +29.0% |
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