-76.8%
PLUG vs AFL
+60.8%
-137.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +7.0% |
| 7D | +5.8% | +0.1% | +5.7% | +5.9% |
| 30D | -18.5% | +10.0% | -28.6% | -16.8% |
| 3M | -30.0% | -1.6% | -28.4% | -29.7% |
| 6M | -56.2% | +10.5% | -66.7% | -55.5% |
| YTD | -26.4% | +14.3% | -40.7% | -25.2% |
| 1Y | -42.2% | +11.4% | -53.6% | -41.3% |
| 3Y | -76.8% | +62.4% | -139.3% | -70.3% |
| All | -76.8% | +60.8% | -137.6% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling