+12,054.0%
STRL vs AIG
-16.1%
+12,070.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | -39.4% | +6.6% | -46.0% | -40.1% |
| 3M | -43.0% | +7.9% | -50.8% | -43.9% |
| 6M | -65.0% | +10.4% | -75.4% | -65.9% |
| YTD | -0.8% | -1.3% | +0.5% | -1.5% |
| 1Y | -20.3% | +11.5% | -31.8% | -22.6% |
| 3Y | +356.5% | +38.8% | +317.7% | +325.4% |
| 5Y | +952.8% | +57.8% | +895.0% | +858.8% |
| 10Y | +3,877.1% | +68.4% | +3,808.7% | +3,399.4% |
| All | +12,054.0% | -16.1% | +12,070.1% | +12,208.3% |
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