+463.1%
STM vs AIG
+69.4%
+393.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.2% |
| 7D | +1.4% | +1.4% | +0.1% | +0.8% |
| 30D | -8.4% | +6.6% | -15.0% | -11.3% |
| 3M | -15.8% | +7.9% | -23.7% | -19.2% |
| 6M | -22.8% | +10.4% | -33.2% | -27.5% |
| YTD | +79.4% | -1.3% | +80.6% | +76.3% |
| 1Y | +97.0% | +11.5% | +85.5% | +82.1% |
| 3Y | +14.2% | +38.8% | -24.6% | -6.6% |
| 5Y | -4.5% | +57.8% | -62.3% | -27.9% |
| 10Y | +463.1% | +68.4% | +394.7% | +246.4% |
| All | +463.1% | +69.4% | +393.6% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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