-32.5%
STX vs AIG
+9.7%
-42.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.5% |
| 7D | +16.8% | +2.0% | +14.8% | +18.0% |
| 30D | -27.0% | +6.3% | -33.4% | -22.1% |
| 3M | -37.9% | +9.2% | -47.0% | -31.7% |
| 6M | -32.5% | +9.5% | -42.0% | -23.2% |
| All | -32.5% | +9.7% | -42.2% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling