-68.6%
AAL vs PLUG
-25.0%
-43.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.5% | +9.4% | +0.5% |
| 7D | -0.1% | -23.4% | +23.4% | +3.8% |
| 30D | +11.7% | -23.4% | +35.2% | +16.0% |
| 3M | -12.5% | -51.7% | +39.2% | -3.0% |
| 6M | +3.6% | -72.0% | +75.6% | +23.3% |
| YTD | -14.1% | -43.7% | +29.6% | -10.2% |
| 1Y | +0.8% | -55.4% | +56.2% | +8.7% |
| 3Y | +11.8% | -68.0% | +79.8% | +7.8% |
| 5Y | -35.1% | -97.4% | +62.3% | -12.5% |
| All | -68.6% | -25.0% | -43.6% | -75.1% |
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