-25.9%
STRL vs AIG
+6.0%
-31.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.5% | -22.9% | -20.7% |
| 7D | -27.1% | +2.3% | -29.3% | -26.0% |
| 30D | -45.8% | +8.8% | -54.6% | -43.5% |
| 3M | -47.6% | +3.7% | -51.3% | -46.4% |
| 6M | -46.4% | +6.8% | -53.2% | -43.9% |
| YTD | -7.4% | -2.6% | -4.7% | -6.7% |
| 1Y | -25.9% | +3.7% | -29.6% | -25.6% |
| All | -25.9% | +6.0% | -31.8% | -25.6% |
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