-24.4%
AIG vs BTI
+5,940.0%
-5,964.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.6% |
| 30D | -3.3% | -4.8% | +1.4% | -1.7% |
| 3M | +2.2% | -8.1% | +10.3% | +4.9% |
| 6M | -2.1% | -4.2% | +2.1% | -1.3% |
| YTD | -11.2% | -1.3% | -9.9% | -11.6% |
| 1Y | -2.1% | +2.1% | -4.2% | -3.9% |
| 3Y | +34.4% | +108.9% | -74.6% | +0.4% |
| 5Y | +53.7% | +114.5% | -60.8% | +13.7% |
| 10Y | +64.4% | +72.2% | -7.8% | +27.5% |
| All | -24.4% | +5,940.0% | -5,964.4% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling