+249.0%
AEM vs PLUG
-97.5%
+346.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.8% |
| 7D | -6.8% | -23.4% | +16.6% | -5.1% |
| 30D | +0.8% | -23.4% | +24.3% | +2.6% |
| 3M | -0.8% | -51.7% | +50.9% | +4.0% |
| 6M | -8.5% | -72.0% | +63.5% | -1.2% |
| YTD | +5.9% | -43.7% | +49.6% | +9.0% |
| 1Y | +6.6% | -55.4% | +62.0% | +10.9% |
| 3Y | +302.2% | -68.0% | +370.2% | +303.9% |
| All | +249.0% | -97.5% | +346.4% | +287.0% |
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