+2,133.0%
STRL vs AIG
+53.5%
+2,079.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.0% |
| 7D | +10.1% | -1.6% | +11.7% | +10.8% |
| 30D | -8.2% | -5.2% | -3.0% | -6.3% |
| 3M | -43.7% | +1.5% | -45.1% | -44.8% |
| 6M | +27.1% | -3.9% | +31.0% | +27.4% |
| YTD | +64.0% | -11.6% | +75.6% | +70.5% |
| 1Y | +75.2% | -2.9% | +78.1% | +71.3% |
| 3Y | +539.9% | +33.7% | +506.2% | +412.5% |
| 5Y | +2,133.0% | +52.7% | +2,080.3% | +1,421.7% |
| All | +2,133.0% | +53.5% | +2,079.5% | +1,421.7% |
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