+64.2%
AIG vs STLA
+55.1%
+9.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | -1.1% | +0.9% | -2.0% | -1.7% |
| 3M | +0.7% | -21.6% | +22.3% | +8.3% |
| 6M | -2.2% | -21.6% | +19.5% | +3.8% |
| YTD | -10.8% | -50.4% | +39.6% | +9.1% |
| 1Y | -2.0% | -43.6% | +41.6% | +12.3% |
| 3Y | +34.8% | -66.4% | +101.2% | +76.6% |
| 5Y | +55.0% | -62.3% | +117.3% | +84.4% |
| All | +64.2% | +55.1% | +9.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling