+52.8%
PLUG vs AEIS
+523.4%
-470.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.4% |
| 7D | -0.9% | +3.0% | -3.9% | -2.7% |
| 30D | +3.3% | -14.6% | +18.0% | +12.9% |
| 3M | -39.7% | -12.4% | -27.3% | -37.5% |
| 6M | -12.5% | -15.0% | +2.5% | -11.0% |
| YTD | +10.2% | +34.3% | -24.1% | -19.4% |
| 1Y | +50.7% | +87.4% | -36.7% | -12.3% |
| 3Y | -74.5% | +139.8% | -214.3% | -87.9% |
| 5Y | -91.8% | +220.7% | -312.5% | -96.6% |
| All | +52.8% | +523.4% | -470.5% | -50.8% |
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