+58.4%
PLUG vs AFL
+297.3%
-238.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +3.8% | -2.1% | +6.0% | +5.1% |
| 30D | +2.8% | -5.4% | +8.3% | +5.7% |
| 3M | -25.4% | -0.3% | -25.2% | -26.3% |
| 6M | -0.5% | +5.2% | -5.7% | -5.1% |
| YTD | +10.2% | +5.7% | +4.5% | +4.0% |
| 1Y | +53.9% | +10.2% | +43.7% | +41.8% |
| 3Y | -72.7% | +63.4% | -136.2% | -81.7% |
| 5Y | -91.4% | +133.0% | -224.4% | -95.5% |
| 10Y | +58.4% | +299.5% | -241.1% | -34.0% |
| All | +58.4% | +297.3% | -238.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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