+301.0%
AEM vs PLUG
-96.4%
+397.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +0.8% |
| 7D | +15.8% | +5.8% | +10.0% | +15.3% |
| 30D | +6.2% | -18.5% | +24.7% | +7.6% |
| 3M | +14.3% | -30.0% | +44.3% | +17.0% |
| 6M | +1.4% | -56.2% | +57.6% | +6.4% |
| YTD | +13.7% | -26.4% | +40.1% | +14.9% |
| 1Y | +21.3% | -42.2% | +63.6% | +24.0% |
| 3Y | +309.9% | -76.8% | +386.7% | +319.2% |
| All | +301.0% | -96.4% | +397.3% | +339.2% |
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