+465.1%
STM vs AIG
+67.5%
+397.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +12.0% | +6.6% | +5.4% | +8.9% |
| 30D | -0.4% | +7.0% | -7.4% | -3.7% |
| 3M | -13.2% | +9.7% | -22.9% | -17.4% |
| 6M | -26.1% | +10.8% | -36.9% | -30.7% |
| YTD | +81.2% | -1.3% | +82.5% | +78.1% |
| 1Y | +98.3% | +8.4% | +89.9% | +85.9% |
| 3Y | +16.7% | +39.0% | -22.3% | -4.6% |
| 5Y | -4.8% | +59.6% | -64.4% | -28.5% |
| All | +465.1% | +67.5% | +397.5% | +247.9% |
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