+13.5%
STM vs AIG
+35.3%
-21.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.3% | +6.3% |
| 7D | -5.6% | -3.4% | -2.2% | -5.0% |
| 30D | -14.4% | +3.4% | -17.8% | -15.2% |
| 3M | -20.5% | +1.7% | -22.2% | -21.0% |
| 6M | -24.5% | +5.7% | -30.2% | -26.2% |
| YTD | +72.7% | -5.1% | +77.8% | +75.1% |
| 1Y | +91.0% | +6.1% | +85.0% | +83.6% |
| 3Y | +13.5% | +35.5% | -21.9% | +5.5% |
| All | +13.5% | +35.3% | -21.8% | +5.5% |
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