-32.8%
AAL vs PLUG
-91.8%
+59.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.8% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | -20.8% | +3.3% | -24.1% | -21.3% |
| 3M | -1.3% | -39.7% | +38.4% | +5.6% |
| 6M | +5.4% | -12.5% | +17.9% | +5.1% |
| YTD | -14.4% | +10.2% | -24.5% | -18.8% |
| 1Y | +2.1% | +50.7% | -48.6% | -10.7% |
| 3Y | -10.6% | -74.5% | +63.9% | -7.0% |
| All | -32.8% | -91.8% | +59.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling