-27.6%
AIG vs STZ
+9,075.1%
-9,102.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -0.3% |
| 7D | -1.6% | -7.4% | +5.8% | +0.8% |
| 30D | -5.2% | -10.9% | +5.7% | -1.9% |
| 3M | +1.5% | -13.4% | +14.9% | +5.7% |
| 6M | -3.9% | -16.2% | +12.3% | +0.7% |
| YTD | -11.6% | -10.4% | -1.2% | -9.7% |
| 1Y | -2.9% | -14.8% | +11.8% | +0.5% |
| 3Y | +33.7% | -50.1% | +83.9% | +60.8% |
| 5Y | +52.7% | -38.8% | +91.5% | +70.9% |
| 10Y | +62.6% | -14.1% | +76.7% | +63.0% |
| All | -27.6% | +9,075.1% | -9,102.7% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling