-75.1%
AIG vs STLD
+8,684.3%
-8,759.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -0.9% | +3.1% | -4.1% | -2.1% |
| 30D | -4.9% | -9.0% | +4.1% | -2.1% |
| 3M | +4.5% | -12.4% | +16.8% | +8.3% |
| 6M | -1.4% | +25.5% | -26.9% | -10.4% |
| YTD | -9.8% | +43.6% | -53.4% | -22.1% |
| 1Y | -4.5% | +87.2% | -91.7% | -25.2% |
| 3Y | +37.4% | +135.2% | -97.8% | -4.0% |
| 5Y | +55.0% | +290.9% | -235.9% | -13.4% |
| 10Y | +63.7% | +1,113.5% | -1,049.8% | -40.7% |
| All | -75.1% | +8,684.3% | -8,759.4% | -95.1% |
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