+664.5%
STM vs AIG
+63.9%
+600.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +1.7% | -1.4% | +3.1% | +2.3% |
| 30D | -5.2% | -3.3% | -1.8% | -3.7% |
| 3M | -29.6% | +2.2% | -31.8% | -30.9% |
| 6M | +54.4% | -2.1% | +56.5% | +54.1% |
| YTD | +99.5% | -11.2% | +110.7% | +107.1% |
| 1Y | +100.8% | -2.1% | +102.9% | +97.3% |
| 3Y | +20.2% | +34.4% | -14.2% | 0.0% |
| 5Y | +21.1% | +53.7% | -32.6% | -7.1% |
| 10Y | +664.5% | +64.4% | +600.1% | +368.4% |
| All | +664.5% | +63.9% | +600.7% | +368.4% |
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