+3,343.4%
STX vs AIG
+66.2%
+3,277.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -2.3% | -1.2% | -1.1% | -1.9% |
| 30D | -5.5% | -1.1% | -4.4% | -5.3% |
| 3M | -4.3% | +0.7% | -5.0% | -5.2% |
| 6M | +115.6% | -2.2% | +117.8% | +115.0% |
| YTD | +202.2% | -10.8% | +213.0% | +208.7% |
| 1Y | +325.3% | -2.0% | +327.3% | +315.9% |
| 3Y | +1,283.9% | +34.8% | +1,249.1% | +1,086.5% |
| 5Y | +1,048.3% | +55.0% | +993.3% | +823.7% |
| All | +3,343.4% | +66.2% | +3,277.3% | +2,289.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling