-17.9%
PLUG vs AEHR
+1,901.3%
-1,919.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.2% | -1.6% | -7.3% |
| 7D | -8.1% | +24.2% | -32.3% | -12.4% |
| 30D | -20.5% | -21.2% | +0.7% | -17.5% |
| 3M | -45.9% | -52.8% | +6.9% | -38.3% |
| 6M | -65.2% | -36.9% | -28.3% | -64.1% |
| YTD | -37.1% | +202.3% | -239.4% | -55.1% |
| 1Y | -54.6% | +162.9% | -217.5% | -66.7% |
| 3Y | -64.9% | +149.1% | -214.0% | -76.6% |
| 5Y | -97.1% | +146.2% | -243.4% | -98.3% |
| All | -17.9% | +1,901.3% | -1,919.2% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling