-17.4%
AA vs PLUG
-97.5%
+80.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.5% | +8.7% | +0.3% |
| 7D | +0.5% | -23.4% | +24.0% | +5.6% |
| 30D | -0.6% | -23.4% | +22.9% | +4.3% |
| 3M | -19.7% | -51.7% | +32.1% | -8.1% |
| 6M | -41.6% | -72.0% | +30.4% | -26.6% |
| YTD | -24.6% | -43.7% | +19.0% | -19.2% |
| 1Y | +4.9% | -55.4% | +60.3% | +16.9% |
| 3Y | +66.8% | -68.0% | +134.8% | +62.0% |
| All | -17.4% | -97.5% | +80.1% | +39.3% |
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