-17.9%
PLUG vs AIG
+66.9%
-84.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.5% | -8.7% |
| 7D | -8.1% | +2.0% | -10.2% | -9.4% |
| 30D | -20.5% | +6.3% | -26.8% | -23.4% |
| 3M | -45.9% | +9.2% | -55.0% | -48.6% |
| 6M | -65.2% | +9.5% | -74.7% | -67.4% |
| YTD | -37.1% | -1.6% | -35.4% | -38.5% |
| 1Y | -54.6% | +8.5% | -63.0% | -58.0% |
| 3Y | -64.9% | +38.3% | -103.2% | -71.7% |
| 5Y | -97.1% | +59.0% | -156.2% | -97.8% |
| All | -17.9% | +66.9% | -84.8% | -45.9% |
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