+53.7%
AIG vs STT
+158.4%
-104.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | +1.0% | -2.4% | -1.9% |
| 30D | -3.3% | +2.8% | -6.1% | -4.7% |
| 3M | +2.2% | +18.1% | -16.0% | -6.2% |
| 6M | -2.1% | +59.2% | -61.3% | -22.7% |
| YTD | -11.2% | +51.5% | -62.7% | -28.5% |
| 1Y | -2.1% | +75.7% | -77.8% | -27.2% |
| 3Y | +34.4% | +200.8% | -166.4% | -27.1% |
| 5Y | +53.7% | +155.8% | -102.1% | -14.1% |
| All | +53.7% | +158.4% | -104.7% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling