-27.6%
AAL vs PLUG
-97.8%
+70.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.4% | -5.5% | +0.9% |
| 7D | +4.6% | +5.8% | -1.2% | +3.7% |
| 30D | +2.6% | -18.5% | +21.1% | +5.5% |
| 3M | -17.8% | -30.0% | +12.2% | -13.8% |
| 6M | +1.9% | -56.2% | +58.0% | +12.8% |
| YTD | -14.0% | -26.4% | +12.4% | -13.4% |
| 1Y | +0.2% | -42.2% | +42.5% | +4.1% |
| 3Y | +13.0% | -76.8% | +89.9% | +13.3% |
| 5Y | -39.6% | -96.2% | +56.6% | -25.1% |
| 10Y | -65.7% | +2.1% | -67.8% | -77.8% |
| All | -27.6% | -97.8% | +70.3% | -57.2% |
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 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