+34.8%
AIG vs BTI
+109.4%
-74.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -1.1% | -1.1% | 0.0% | -0.9% |
| 3M | +0.7% | -8.8% | +9.4% | +2.3% |
| 6M | -2.2% | -4.0% | +1.8% | -1.6% |
| YTD | -10.8% | +0.4% | -11.2% | -11.1% |
| 1Y | -2.0% | +1.9% | -3.9% | -2.6% |
| 3Y | +34.8% | +108.5% | -73.7% | +14.1% |
| All | +34.8% | +109.4% | -74.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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