-65.5%
AAL vs PLUG
+9.2%
-74.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | +1.0% |
| 7D | +10.1% | -3.2% | +13.3% | +10.6% |
| 30D | +10.6% | -18.7% | +29.3% | +13.8% |
| 3M | -5.9% | -35.3% | +29.4% | -0.1% |
| 6M | +5.7% | -56.2% | +61.9% | +17.5% |
| YTD | -8.0% | -30.7% | +22.8% | -6.6% |
| 1Y | +6.0% | -46.7% | +52.7% | +11.4% |
| 3Y | +19.6% | -61.3% | +80.9% | +12.2% |
| 5Y | -34.6% | -96.6% | +62.0% | -15.3% |
| 10Y | -65.5% | +1.1% | -66.6% | -73.5% |
| All | -65.5% | +9.2% | -74.7% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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