-35.2%
AAL vs PLUG
-97.5%
+62.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.5% | +9.4% | +0.6% |
| 7D | -0.1% | -23.4% | +23.4% | +4.0% |
| 30D | +11.7% | -23.4% | +35.2% | +16.1% |
| 3M | -12.5% | -51.7% | +39.2% | -2.8% |
| 6M | +3.6% | -72.0% | +75.6% | +23.8% |
| YTD | -14.1% | -43.7% | +29.6% | -10.3% |
| 1Y | +0.8% | -55.4% | +56.2% | +8.8% |
| 3Y | +11.8% | -68.0% | +79.8% | +6.4% |
| All | -35.2% | -97.5% | +62.3% | +8.2% |
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