-25.0%
AA vs PLUG
-99.1%
+74.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.5% | +2.2% | -4.4% |
| 7D | -3.7% | -4.9% | +1.2% | -3.1% |
| 30D | -10.8% | -27.4% | +16.6% | -7.3% |
| 3M | -19.1% | -35.7% | +16.6% | -14.7% |
| 6M | -38.7% | -59.3% | +20.6% | -32.0% |
| YTD | -27.1% | -31.5% | +4.3% | -25.4% |
| 1Y | +8.3% | -48.9% | +57.2% | +14.6% |
| 3Y | +49.6% | -79.6% | +129.2% | +55.6% |
| 5Y | -15.5% | -96.5% | +81.0% | +3.7% |
| 10Y | +60.9% | -4.9% | +65.8% | +22.7% |
| All | -25.0% | -99.1% | +74.2% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling