+1,383.2%
STX vs AIG
+34.0%
+1,349.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.5% | +6.4% |
| 7D | +10.7% | -1.6% | +12.3% | +10.6% |
| 30D | +11.3% | -5.2% | +16.5% | +11.0% |
| 3M | +3.2% | +1.5% | +1.8% | +2.9% |
| 6M | +157.0% | -3.9% | +160.9% | +156.8% |
| YTD | +229.2% | -11.6% | +240.8% | +231.8% |
| 1Y | +381.8% | -2.9% | +384.8% | +372.3% |
| 3Y | +1,383.2% | +33.7% | +1,349.4% | +1,220.4% |
| All | +1,383.2% | +34.0% | +1,349.2% | +1,220.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling