+90.3%
STM vs AIG
+9.3%
+81.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +1.4% |
| 7D | -7.9% | +2.2% | -10.1% | -7.3% |
| 30D | -14.1% | +6.9% | -21.0% | -12.5% |
| 3M | -17.6% | +6.8% | -24.4% | -15.8% |
| 6M | -24.2% | +9.2% | -33.5% | -21.9% |
| YTD | +73.3% | -1.9% | +75.2% | +74.3% |
| All | +90.3% | +9.3% | +81.0% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling