-68.0%
PLUG vs AIG
+39.5%
-107.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.8% | -10.6% |
| 7D | -23.4% | +6.6% | -30.0% | -24.6% |
| 30D | -23.4% | +7.0% | -30.5% | -24.9% |
| 3M | -51.7% | +9.7% | -61.4% | -53.1% |
| 6M | -72.0% | +10.8% | -82.8% | -73.0% |
| YTD | -43.7% | -1.3% | -42.4% | -43.0% |
| 1Y | -55.4% | +8.4% | -63.8% | -57.7% |
| 3Y | -68.0% | +39.0% | -107.0% | -68.9% |
| All | -68.0% | +39.5% | -107.5% | -68.9% |
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 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