+72.7%
STRL vs AIG
-2.4%
+75.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.2% |
| 7D | +8.2% | -1.4% | +9.7% | +7.7% |
| 30D | -6.3% | -3.3% | -3.0% | -7.3% |
| 3M | -41.2% | +2.2% | -43.4% | -41.2% |
| 6M | +20.4% | -2.1% | +22.5% | +20.2% |
| YTD | +61.7% | -11.2% | +72.9% | +58.2% |
| 1Y | +72.7% | -2.1% | +74.8% | +80.6% |
| All | +72.7% | -2.4% | +75.1% | +80.6% |
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