+1,074.4%
AEP vs PLUG
-99.1%
+1,173.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -0.4% |
| 7D | -2.8% | +5.8% | -8.7% | -3.0% |
| 30D | +3.6% | -18.5% | +22.2% | +4.2% |
| 3M | +1.8% | -30.0% | +31.7% | +2.7% |
| 6M | -3.1% | -56.2% | +53.1% | -1.2% |
| YTD | +12.2% | -26.4% | +38.6% | +12.3% |
| 1Y | +9.1% | -42.2% | +51.4% | +9.8% |
| 3Y | +77.9% | -76.8% | +154.7% | +77.5% |
| 5Y | +78.1% | -96.2% | +174.3% | +84.3% |
| 10Y | +187.8% | +2.1% | +185.7% | +154.9% |
| All | +1,074.4% | -99.1% | +1,173.5% | +820.9% |
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