-65.4%
AAL vs PLUG
+25.0%
-90.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.4% | +4.0% | +6.9% |
| 7D | +8.3% | +14.5% | -6.2% | +6.1% |
| 30D | +11.0% | -10.7% | +21.7% | +12.7% |
| 3M | -11.2% | -31.2% | +20.0% | -6.4% |
| 6M | +6.1% | -51.9% | +58.0% | +16.3% |
| YTD | -7.6% | -23.9% | +16.2% | -7.5% |
| 1Y | +3.7% | -43.4% | +47.1% | +8.2% |
| 3Y | +20.5% | -74.7% | +95.2% | +19.4% |
| 5Y | -36.4% | -96.3% | +59.9% | -18.6% |
| 10Y | -65.4% | +20.0% | -85.4% | -74.3% |
| All | -65.4% | +25.0% | -90.4% | -74.3% |
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