-27.8%
AAL vs PLUG
-96.8%
+68.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 3M | -1.3% | -39.7% | +38.4% | +5.4% |
| 6M | +5.4% | -12.5% | +17.9% | +5.3% |
| YTD | -14.4% | +10.2% | -24.5% | -18.4% |
| 1Y | +2.1% | +50.7% | -48.6% | -9.5% |
| 3Y | -10.6% | -74.5% | +63.9% | -11.6% |
| 5Y | -32.2% | -91.8% | +59.6% | -25.1% |
| 10Y | -62.7% | +43.7% | -106.4% | -77.1% |
| All | -27.8% | -96.8% | +68.9% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling