+57.5%
AG vs PLUG
+56.9%
+0.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.5% |
| 7D | +4.5% | +8.1% | -3.7% | +3.5% |
| 30D | +12.9% | +3.7% | +9.2% | +12.4% |
| 3M | +20.9% | -29.2% | +50.1% | +25.5% |
| 6M | -19.5% | +6.1% | -25.6% | -20.7% |
| YTD | +24.8% | +14.7% | +10.1% | +21.3% |
| 1Y | +120.2% | +56.9% | +63.3% | +103.8% |
| 3Y | +279.0% | -71.6% | +350.6% | +278.9% |
| 5Y | +67.9% | -91.0% | +159.0% | +81.1% |
| 10Y | +57.5% | +55.9% | +1.6% | +31.7% |
| All | +57.5% | +56.9% | +0.5% | +31.7% |
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