+34.8%
AIG vs BTG
+94.8%
-60.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.2% | -3.8% | +2.6% | -1.1% |
| 30D | -1.1% | +3.6% | -4.7% | -1.2% |
| 3M | +0.7% | +32.0% | -31.3% | -0.2% |
| 6M | -2.2% | +3.4% | -5.5% | -2.3% |
| YTD | -10.8% | +20.8% | -31.6% | -11.9% |
| 1Y | -2.0% | +22.4% | -24.4% | -3.7% |
| 3Y | +34.8% | +91.7% | -56.9% | +26.4% |
| All | +34.8% | +94.8% | -60.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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