+515.0%
STRL vs AIG
+37.6%
+477.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | -9.2% | -4.9% | -4.4% | -8.3% |
| 3M | -51.0% | +4.5% | -55.5% | -52.2% |
| 6M | +15.8% | -1.4% | +17.2% | +15.2% |
| YTD | +58.9% | -9.8% | +68.7% | +63.4% |
| 1Y | +68.5% | -4.5% | +73.1% | +68.1% |
| All | +515.0% | +37.6% | +477.4% | +370.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling