-26.5%
PLUG vs AFL
+339.8%
-366.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.4% | -11.0% |
| 7D | -23.4% | +2.9% | -26.3% | -24.7% |
| 30D | -23.4% | +8.0% | -31.4% | -27.0% |
| 3M | -51.7% | +5.9% | -57.6% | -53.7% |
| 6M | -72.0% | +11.6% | -83.6% | -74.3% |
| YTD | -43.7% | +17.5% | -61.2% | -50.2% |
| 1Y | -55.4% | +13.3% | -68.7% | -59.7% |
| 3Y | -68.0% | +67.0% | -135.0% | -78.7% |
| 5Y | -97.4% | +150.6% | -248.1% | -98.7% |
| All | -26.5% | +339.8% | -366.3% | -72.3% |
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