-99.1%
PLUG vs AIG
-89.7%
-9.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.8% |
| 7D | +14.5% | -3.4% | +17.9% | +15.4% |
| 30D | -10.7% | +3.4% | -14.1% | -11.7% |
| 3M | -31.2% | +1.7% | -32.9% | -31.8% |
| 6M | -51.9% | +5.7% | -57.6% | -53.1% |
| YTD | -23.9% | -5.1% | -18.7% | -24.0% |
| 1Y | -43.4% | +6.1% | -49.5% | -45.2% |
| 3Y | -74.7% | +35.5% | -110.2% | -77.2% |
| 5Y | -96.3% | +51.9% | -148.3% | -96.7% |
| 10Y | +20.0% | +68.2% | -48.2% | -0.5% |
| All | -99.1% | -89.7% | -9.3% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling