-68.0%
PLUG vs AEIS
+148.8%
-216.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.0% | -6.5% | -8.4% |
| 7D | -23.4% | +11.5% | -35.0% | -27.8% |
| 30D | -23.4% | -15.8% | -7.7% | -17.6% |
| 3M | -51.7% | -33.3% | -18.4% | -41.8% |
| 6M | -72.0% | -35.2% | -36.8% | -66.9% |
| YTD | -43.7% | +5.0% | -48.7% | -56.2% |
| 1Y | -55.4% | +8.5% | -63.9% | -66.3% |
| 3Y | -68.0% | +152.9% | -220.9% | -91.3% |
| All | -68.0% | +148.8% | -216.8% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling