-76.8%
PLUG vs AIG
+30.9%
-107.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.9% | +11.3% | +8.1% |
| 7D | +5.8% | -5.1% | +10.9% | +6.8% |
| 30D | -18.5% | +2.8% | -21.3% | -19.3% |
| 3M | -30.0% | -2.1% | -27.8% | -29.9% |
| 6M | -56.2% | +1.4% | -57.6% | -56.7% |
| YTD | -26.4% | -7.4% | -19.0% | -24.6% |
| 1Y | -42.2% | +4.4% | -46.7% | -44.9% |
| 3Y | -76.8% | +30.0% | -106.8% | -67.3% |
| All | -76.8% | +30.9% | -107.7% | -67.3% |
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 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