-72.8%
AIG vs STLD
+8,593.6%
-8,666.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +6.6% | -0.1% | +6.7% | +6.4% |
| 3M | +7.9% | -9.2% | +17.0% | +10.5% |
| 6M | +10.4% | +1.8% | +8.6% | +7.8% |
| YTD | -1.3% | +42.1% | -43.4% | -14.8% |
| 1Y | +11.5% | +58.5% | -47.0% | -7.5% |
| 3Y | +38.8% | +128.2% | -89.4% | -2.3% |
| 5Y | +57.8% | +288.2% | -230.4% | -11.7% |
| 10Y | +68.4% | +799.8% | -731.4% | -32.9% |
| All | -72.8% | +8,593.6% | -8,666.4% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling