+53.1%
AIG vs BTG
+78.0%
-24.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.2% | -3.8% | +2.6% | -0.9% |
| 30D | -1.1% | +3.6% | -4.7% | -1.3% |
| 3M | +0.7% | +32.0% | -31.3% | -1.3% |
| 6M | -2.2% | +3.4% | -5.5% | -2.8% |
| YTD | -10.8% | +20.8% | -31.6% | -12.9% |
| 1Y | -2.0% | +22.4% | -24.4% | -5.0% |
| 3Y | +34.8% | +91.7% | -56.9% | +22.5% |
| All | +53.1% | +78.0% | -24.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling