-10.5%
STRL vs AIG
+8.7%
-19.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -2.9% |
| 7D | +15.7% | +6.6% | +9.1% | +18.5% |
| 30D | -35.5% | +7.0% | -42.5% | -33.7% |
| 3M | -47.1% | +9.7% | -56.8% | -45.2% |
| 6M | -65.8% | +10.8% | -76.6% | -64.5% |
| YTD | -4.5% | -1.3% | -3.2% | -1.3% |
| 1Y | -10.5% | +8.4% | -18.8% | -6.4% |
| All | -10.5% | +8.7% | -19.2% | -6.4% |
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