+63.6%
AIG vs STLD
+1,091.0%
-1,027.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -1.6% | +2.7% | -4.2% | -2.7% |
| 30D | -5.2% | -8.4% | +3.2% | -2.2% |
| 3M | +1.5% | -9.9% | +11.3% | +4.7% |
| 6M | -3.9% | +33.0% | -37.0% | -16.4% |
| YTD | -11.6% | +42.6% | -54.2% | -25.8% |
| 1Y | -2.9% | +80.8% | -83.7% | -26.9% |
| 3Y | +33.7% | +143.4% | -109.7% | -16.6% |
| 5Y | +52.7% | +293.4% | -240.7% | -30.5% |
| All | +63.6% | +1,091.0% | -1,027.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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