+7,301.3%
STRL vs AIG
+63.9%
+7,237.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +8.2% | -1.4% | +9.7% | +8.9% |
| 30D | -6.3% | -3.3% | -3.0% | -4.9% |
| 3M | -41.2% | +2.2% | -43.4% | -42.6% |
| 6M | +20.4% | -2.1% | +22.5% | +19.6% |
| YTD | +61.7% | -11.2% | +72.9% | +67.7% |
| 1Y | +72.7% | -2.1% | +74.8% | +68.4% |
| 3Y | +530.9% | +34.4% | +496.6% | +414.1% |
| 5Y | +2,125.4% | +53.7% | +2,071.7% | +1,556.3% |
| 10Y | +7,301.3% | +64.4% | +7,236.9% | +4,415.5% |
| All | +7,301.3% | +63.9% | +7,237.5% | +4,415.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling