+251.6%
AIG vs STLA
+252.7%
-1.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -5.2% | -2.4% | -2.8% | -4.9% |
| 3M | +1.5% | -23.9% | +25.3% | +7.7% |
| 6M | -3.9% | -24.6% | +20.7% | +1.4% |
| YTD | -11.6% | -50.5% | +38.9% | +2.4% |
| 1Y | -2.9% | -39.8% | +36.9% | +5.6% |
| 3Y | +33.7% | -65.6% | +99.4% | +61.6% |
| 5Y | +52.7% | -62.1% | +114.8% | +75.7% |
| 10Y | +62.6% | +47.8% | +14.8% | +40.0% |
| All | +251.6% | +252.7% | -1.1% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling