+907.2%
STRL vs AIG
+51.8%
+855.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +14.1% |
| 7D | -13.3% | -3.4% | -10.0% | -12.4% |
| 30D | -43.3% | +3.4% | -46.7% | -44.3% |
| 3M | -46.9% | +1.7% | -48.6% | -47.5% |
| 6M | -65.6% | +5.7% | -71.3% | -67.1% |
| YTD | -5.1% | -5.1% | 0.0% | -4.6% |
| 1Y | -23.1% | +6.1% | -29.1% | -27.3% |
| 3Y | +346.8% | +35.5% | +311.4% | +259.2% |
| 5Y | +907.2% | +51.9% | +855.2% | +624.4% |
| All | +907.2% | +51.8% | +855.3% | +624.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling