+346.8%
STRL vs AIG
+35.3%
+311.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +14.7% |
| 7D | -13.3% | -3.4% | -10.0% | -13.1% |
| 30D | -43.3% | +3.4% | -46.7% | -43.8% |
| 3M | -46.9% | +1.7% | -48.6% | -47.1% |
| 6M | -65.6% | +5.7% | -71.3% | -66.3% |
| YTD | -5.1% | -5.1% | 0.0% | -3.6% |
| 1Y | -23.1% | +6.1% | -29.1% | -25.5% |
| 3Y | +346.8% | +35.5% | +311.4% | +275.0% |
| All | +346.8% | +35.3% | +311.5% | +275.0% |
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