-2.7%
AA vs PLUG
-98.6%
+96.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +5.0% | +3.3% | +1.7% | +4.5% |
| 3M | -35.8% | -39.7% | +3.9% | -31.9% |
| 6M | -18.4% | -12.5% | -5.9% | -18.1% |
| YTD | -5.5% | +10.2% | -15.6% | -8.5% |
| 1Y | +61.0% | +50.7% | +10.3% | +46.2% |
| 3Y | +66.2% | -74.5% | +140.7% | +67.9% |
| 5Y | +11.4% | -91.8% | +103.2% | +23.3% |
| 10Y | +116.9% | +43.7% | +73.2% | +57.0% |
| All | -2.7% | -98.6% | +96.0% | -34.6% |
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