+10,249.8%
STX vs AIG
-88.2%
+10,338.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +16.8% | +2.0% | +14.8% | +16.4% |
| 30D | -27.0% | +6.3% | -33.4% | -28.0% |
| 3M | -37.9% | +9.2% | -47.0% | -39.0% |
| 6M | -32.5% | +9.5% | -42.0% | -34.1% |
| YTD | +98.6% | -1.6% | +100.2% | +97.0% |
| 1Y | +93.6% | +8.5% | +85.1% | +88.3% |
| 3Y | +699.1% | +38.3% | +660.7% | +635.7% |
| 5Y | +481.0% | +59.0% | +422.0% | +418.6% |
| 10Y | +2,082.0% | +67.8% | +2,014.2% | +1,750.2% |
| All | +10,249.8% | -88.2% | +10,338.0% | +10,886.2% |
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 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