+15.1%
PLUG vs AEIS
+320.4%
-305.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.1% | +1.3% | +3.7% |
| 7D | +5.8% | -11.3% | +17.1% | +12.7% |
| 30D | -18.5% | -32.6% | +14.0% | +1.7% |
| 3M | -30.0% | -39.2% | +9.2% | -8.6% |
| 6M | -56.2% | -45.4% | -10.8% | -41.4% |
| YTD | -26.4% | -5.8% | -20.6% | -35.2% |
| 1Y | -42.2% | -10.0% | -32.2% | -47.7% |
| 3Y | -76.8% | +121.2% | -198.0% | -89.0% |
| 5Y | -96.2% | +110.6% | -206.9% | -98.1% |
| All | +15.1% | +320.4% | -305.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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