-24.8%
AIG vs STT
+7,281.4%
-7,306.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -1.6% | +2.2% | -3.8% | -2.7% |
| 30D | -5.2% | +3.9% | -9.1% | -7.2% |
| 3M | +1.5% | +19.2% | -17.7% | -7.8% |
| 6M | -3.9% | +60.4% | -64.3% | -25.4% |
| YTD | -11.6% | +51.5% | -63.1% | -29.7% |
| 1Y | -2.9% | +76.3% | -79.2% | -28.9% |
| 3Y | +33.7% | +200.7% | -167.0% | -27.4% |
| 5Y | +52.7% | +157.5% | -104.8% | -12.6% |
| 10Y | +62.6% | +262.0% | -199.4% | -22.5% |
| All | -24.8% | +7,281.4% | -7,306.1% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling