+21.1%
STM vs AIG
+34.0%
-12.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +5.2% | -1.6% | +6.8% | +5.6% |
| 30D | -7.4% | -5.2% | -2.2% | -6.1% |
| 3M | -30.6% | +1.5% | -32.1% | -31.5% |
| 6M | +66.4% | -3.9% | +70.3% | +67.1% |
| YTD | +101.1% | -11.6% | +112.8% | +107.9% |
| 1Y | +97.4% | -2.9% | +100.3% | +93.7% |
| 3Y | +21.1% | +33.7% | -12.6% | +5.3% |
| All | +21.1% | +34.0% | -12.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling