+1,937.6%
STM vs AIG
-53.7%
+1,991.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.3% | +6.2% |
| 7D | -5.6% | -3.4% | -2.2% | -4.8% |
| 30D | -14.4% | +3.4% | -17.8% | -15.3% |
| 3M | -20.5% | +1.7% | -22.2% | -21.1% |
| 6M | -24.5% | +5.7% | -30.2% | -26.1% |
| YTD | +72.7% | -5.1% | +77.8% | +72.9% |
| 1Y | +91.0% | +6.1% | +85.0% | +85.9% |
| 3Y | +13.5% | +35.5% | -21.9% | +3.7% |
| 5Y | -9.2% | +51.9% | -61.1% | -19.6% |
| 10Y | +422.5% | +68.2% | +354.3% | +335.9% |
| All | +1,937.6% | -53.7% | +1,991.3% | +1,359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling