+67.6%
AEP vs PLUG
-91.8%
+159.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.2% |
| 7D | +1.8% | -0.9% | +2.7% | +1.8% |
| 30D | -0.8% | +3.3% | -4.1% | -0.9% |
| 3M | -1.8% | -39.7% | +37.9% | -0.9% |
| 6M | -5.4% | -12.5% | +7.1% | -5.5% |
| YTD | +10.4% | +10.2% | +0.3% | +9.4% |
| 1Y | +18.2% | +50.7% | -32.5% | +15.2% |
| 3Y | +79.0% | -74.5% | +153.5% | +80.2% |
| All | +67.6% | -91.8% | +159.4% | +75.0% |
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