+70.7%
AA vs PLUG
-74.3%
+144.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +5.0% | +3.3% | +1.7% | +4.4% |
| 3M | -35.8% | -39.7% | +3.9% | -31.0% |
| 6M | -18.4% | -12.5% | -5.9% | -18.0% |
| YTD | -5.5% | +10.2% | -15.6% | -9.3% |
| 1Y | +61.0% | +50.7% | +10.3% | +41.7% |
| All | +70.7% | -74.3% | +144.9% | +81.4% |
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