-96.5%
PLUG vs AIG
+47.6%
-144.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.9% | +11.3% | +9.5% |
| 7D | +5.8% | -5.1% | +10.9% | +8.5% |
| 30D | -18.5% | +2.8% | -21.3% | -20.3% |
| 3M | -30.0% | -2.1% | -27.8% | -29.8% |
| 6M | -56.2% | +1.4% | -57.6% | -57.4% |
| YTD | -26.4% | -7.4% | -19.0% | -25.3% |
| 1Y | -42.2% | +4.4% | -46.7% | -46.3% |
| 3Y | -76.8% | +30.0% | -106.8% | -82.2% |
| All | -96.5% | +47.6% | -144.1% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling