-68.0%
PLUG vs AEHR
+136.3%
-204.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.7% | -3.8% | -8.6% |
| 7D | -23.4% | +6.4% | -29.8% | -24.8% |
| 30D | -23.4% | -20.3% | -3.2% | -19.8% |
| 3M | -51.7% | -53.8% | +2.0% | -42.1% |
| 6M | -72.0% | -44.8% | -27.2% | -70.0% |
| YTD | -43.7% | +182.2% | -225.9% | -65.6% |
| 1Y | -55.4% | +174.7% | -230.2% | -72.7% |
| 3Y | -68.0% | +143.5% | -211.5% | -81.0% |
| All | -68.0% | +136.3% | -204.3% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling