+64.2%
AIG vs STT
+271.9%
-207.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -1.2% | -0.4% | -0.7% | -0.9% |
| 30D | -1.1% | +1.7% | -2.8% | -2.2% |
| 3M | +0.7% | +17.9% | -17.2% | -9.8% |
| 6M | -2.2% | +55.3% | -57.5% | -26.7% |
| YTD | -10.8% | +52.7% | -63.5% | -33.0% |
| 1Y | -2.0% | +75.7% | -77.7% | -33.0% |
| 3Y | +34.8% | +197.9% | -163.1% | -37.1% |
| 5Y | +55.0% | +158.8% | -103.7% | -24.5% |
| All | +64.2% | +271.9% | -207.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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