-42.1%
PLUG vs AIG
+6.0%
-48.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +4.2% |
| 7D | +2.8% | +2.3% | +0.5% | +3.8% |
| 30D | -22.8% | +8.8% | -31.5% | -20.0% |
| 3M | -32.4% | +3.7% | -36.1% | -31.2% |
| 6M | -53.4% | +6.8% | -60.1% | -51.5% |
| YTD | -25.9% | -2.6% | -23.2% | -22.0% |
| 1Y | -42.1% | +3.7% | -45.8% | -41.2% |
| All | -42.1% | +6.0% | -48.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling