+86.2%
AEP vs PLUG
-97.5%
+183.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +0.4% |
| 7D | +2.9% | -23.4% | +26.3% | +3.5% |
| 30D | +3.2% | -23.4% | +26.6% | +3.7% |
| 3M | +3.8% | -51.7% | +55.6% | +5.4% |
| 6M | +2.5% | -72.0% | +74.5% | +5.3% |
| YTD | +15.5% | -43.7% | +59.1% | +15.9% |
| 1Y | +9.6% | -55.4% | +65.0% | +10.7% |
| 3Y | +91.2% | -68.0% | +159.2% | +88.8% |
| All | +86.2% | -97.5% | +183.7% | +101.8% |
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