+1.1%
PLUG vs AIG
+72.2%
-71.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.4% | -12.4% | -10.7% |
| 7D | -3.2% | +2.2% | -5.4% | -4.5% |
| 30D | -18.7% | +6.9% | -25.6% | -21.9% |
| 3M | -35.3% | +6.8% | -42.1% | -38.0% |
| 6M | -56.2% | +9.2% | -65.5% | -59.0% |
| YTD | -30.7% | -1.9% | -28.8% | -32.2% |
| 1Y | -46.7% | +9.7% | -56.3% | -50.9% |
| 3Y | -61.3% | +37.9% | -99.2% | -68.8% |
| 5Y | -96.6% | +56.8% | -153.4% | -97.4% |
| 10Y | +1.1% | +67.6% | -66.5% | -34.6% |
| All | +1.1% | +72.2% | -71.1% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling