-98.6%
PLUG vs AIG
-90.2%
-8.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +3.3% | -4.9% | +8.2% | +4.6% |
| 3M | -39.7% | +4.5% | -44.2% | -40.7% |
| 6M | -12.5% | -1.4% | -11.1% | -12.8% |
| YTD | +10.2% | -9.8% | +19.9% | +11.8% |
| 1Y | +50.7% | -4.5% | +55.2% | +50.8% |
| 3Y | -74.5% | +37.4% | -111.9% | -77.0% |
| 5Y | -91.8% | +55.0% | -146.8% | -92.8% |
| 10Y | +43.7% | +63.7% | -20.0% | +20.3% |
| All | -98.6% | -90.2% | -8.4% | -98.3% |
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 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