+3,133.1%
AEM vs PLUG
-99.1%
+3,232.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +1.1% |
| 7D | +15.8% | +5.8% | +10.0% | +15.6% |
| 30D | +6.2% | -18.5% | +24.7% | +6.9% |
| 3M | +14.3% | -30.0% | +44.3% | +15.6% |
| 6M | +1.4% | -56.2% | +57.6% | +3.9% |
| YTD | +13.7% | -26.4% | +40.1% | +14.2% |
| 1Y | +21.3% | -42.2% | +63.6% | +22.6% |
| 3Y | +309.9% | -76.8% | +386.7% | +311.3% |
| 5Y | +301.0% | -96.2% | +397.2% | +316.6% |
| 10Y | +344.0% | +2.1% | +341.9% | +307.0% |
| All | +3,133.1% | -99.1% | +3,232.2% | +2,981.2% |
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 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