+9,929.9%
STX vs AIG
-88.2%
+10,018.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +14.6% | +6.6% | +8.0% | +13.3% |
| 30D | -26.0% | +7.0% | -33.0% | -27.0% |
| 3M | -42.6% | +9.7% | -52.3% | -43.7% |
| 6M | -35.3% | +10.8% | -46.1% | -37.0% |
| YTD | +92.5% | -1.3% | +93.7% | +90.8% |
| 1Y | +102.4% | +8.4% | +94.0% | +96.9% |
| 3Y | +673.8% | +39.0% | +634.8% | +611.8% |
| 5Y | +463.1% | +59.6% | +403.5% | +402.2% |
| 10Y | +2,014.6% | +68.4% | +1,946.2% | +1,691.8% |
| All | +9,929.9% | -88.2% | +10,018.0% | +10,539.3% |
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