+75.7%
AA vs PLUG
-75.5%
+151.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.3% | +5.2% |
| 7D | +4.8% | +14.5% | -9.7% | +2.6% |
| 30D | -0.6% | -10.7% | +10.1% | +0.9% |
| 3M | -16.3% | -31.2% | +14.9% | -11.6% |
| 6M | -33.4% | -51.9% | +18.5% | -26.4% |
| YTD | -20.7% | -23.9% | +3.2% | -19.5% |
| 1Y | +12.9% | -43.4% | +56.3% | +19.1% |
| 3Y | +75.7% | -74.7% | +150.4% | +76.2% |
| All | +75.7% | -75.5% | +151.2% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling