-7.5%
PLUG vs AEIS
+375.1%
-382.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -3.4% |
| 7D | -6.8% | +9.5% | -16.3% | -12.4% |
| 30D | -16.0% | -17.5% | +1.5% | -7.7% |
| 3M | -38.7% | -29.3% | -9.5% | -27.4% |
| 6M | -61.4% | -34.7% | -26.7% | -53.9% |
| YTD | -31.0% | +10.7% | -41.7% | -45.2% |
| 1Y | -46.2% | +7.4% | -53.6% | -56.5% |
| 3Y | -61.5% | +161.1% | -222.6% | -83.2% |
| 5Y | -96.9% | +150.7% | -247.6% | -98.6% |
| 10Y | -7.5% | +360.8% | -368.3% | -66.2% |
| All | -7.5% | +375.1% | -382.6% | -66.2% |
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