+346.7%
AEM vs PLUG
+54.0%
+292.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.1% |
| 30D | +8.5% | -5.0% | +13.4% | +8.7% |
| 3M | +29.3% | -26.2% | +55.5% | +30.7% |
| 6M | -12.9% | -0.5% | -12.5% | -13.2% |
| YTD | +16.8% | +7.1% | +9.7% | +15.7% |
| 1Y | +29.8% | +46.5% | -16.7% | +26.4% |
| 3Y | +336.7% | -73.5% | +410.2% | +335.9% |
| 5Y | +299.9% | -91.3% | +391.2% | +307.6% |
| All | +346.7% | +54.0% | +292.7% | +328.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling