-73.8%
PLUG vs AIG
+37.6%
-111.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | +3.3% | -4.9% | +8.2% | +4.9% |
| 3M | -39.7% | +4.5% | -44.2% | -41.2% |
| 6M | -12.5% | -1.4% | -11.1% | -12.8% |
| YTD | +10.2% | -9.8% | +19.9% | +14.4% |
| 1Y | +50.7% | -4.5% | +55.2% | +50.5% |
| All | -73.8% | +37.6% | -111.4% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling