+55.9%
PLUG vs AIG
+61.7%
-5.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.2% | +5.1% |
| 7D | +8.1% | -1.6% | +9.7% | +8.9% |
| 30D | +3.7% | -5.2% | +8.9% | +6.3% |
| 3M | -29.2% | +1.5% | -30.6% | -30.3% |
| 6M | +6.1% | -3.9% | +10.0% | +6.6% |
| YTD | +14.7% | -11.6% | +26.3% | +19.1% |
| 1Y | +56.9% | -2.9% | +59.9% | +55.2% |
| 3Y | -71.6% | +33.7% | -105.3% | -76.6% |
| 5Y | -91.0% | +52.7% | -143.7% | -93.1% |
| 10Y | +55.9% | +62.6% | -6.7% | +12.3% |
| All | +55.9% | +61.7% | -5.8% | +12.3% |
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