+12.4%
AA vs PLUG
-91.8%
+104.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +5.0% | +3.3% | +1.7% | +4.3% |
| 3M | -35.8% | -39.7% | +3.9% | -29.8% |
| 6M | -18.4% | -12.5% | -5.9% | -18.1% |
| YTD | -5.5% | +10.2% | -15.6% | -10.5% |
| 1Y | +61.0% | +50.7% | +10.3% | +36.5% |
| 3Y | +66.2% | -74.5% | +140.7% | +73.2% |
| All | +12.4% | -91.8% | +104.2% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling