-68.0%
PLUG vs AEE
+65.0%
-133.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.1% | -11.6% | -10.5% |
| 7D | -23.4% | +1.7% | -25.1% | -23.5% |
| 30D | -23.4% | +9.7% | -33.2% | -23.9% |
| 3M | -51.7% | +5.9% | -57.7% | -51.9% |
| 6M | -72.0% | +6.7% | -78.7% | -72.2% |
| YTD | -43.7% | +17.4% | -61.0% | -45.5% |
| 1Y | -55.4% | +12.7% | -68.1% | -56.4% |
| 3Y | -68.0% | +68.2% | -136.2% | -81.7% |
| All | -68.0% | +65.0% | -133.0% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling