+19,359.6%
STRL vs AIG
-23.4%
+19,383.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -51.0% | +4.5% | -55.5% | -51.6% |
| 6M | +15.8% | -1.4% | +17.2% | +15.4% |
| YTD | +58.9% | -9.8% | +68.7% | +60.6% |
| 1Y | +68.5% | -4.5% | +73.1% | +68.1% |
| 3Y | +485.2% | +37.4% | +447.8% | +447.7% |
| 5Y | +2,005.1% | +55.0% | +1,950.1% | +1,829.5% |
| 10Y | +7,118.0% | +63.7% | +7,054.3% | +6,315.2% |
| All | +19,359.6% | -23.4% | +19,383.0% | +19,959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling