-91.9%
PLUG vs AEIS
+219.5%
-311.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.1% |
| 7D | -0.9% | +3.0% | -3.9% | -3.0% |
| 30D | +3.3% | -14.6% | +18.0% | +14.5% |
| 3M | -39.7% | -12.4% | -27.3% | -37.7% |
| 6M | -12.5% | -15.0% | +2.5% | -12.6% |
| YTD | +10.2% | +34.3% | -24.1% | -29.3% |
| 1Y | +50.7% | +87.4% | -36.7% | -30.1% |
| 3Y | -74.5% | +139.8% | -214.3% | -91.4% |
| All | -91.9% | +219.5% | -311.4% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling