+54.4%
AIG vs STLA
-63.6%
+118.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.3% | -5.2% | +1.9% | -2.5% |
| 3M | +2.2% | -24.9% | +27.0% | +7.7% |
| 6M | -2.1% | -25.2% | +23.1% | +2.6% |
| YTD | -11.2% | -51.4% | +40.2% | +1.6% |
| 1Y | -2.1% | -40.7% | +38.6% | +5.1% |
| 3Y | +34.4% | -66.3% | +100.6% | +60.6% |
| All | +54.4% | -63.6% | +118.1% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling