+14.0%
AIG vs BTSG
+416.6%
-402.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -3.3% | +0.9% | -4.2% | -3.4% |
| 3M | +2.2% | +1.6% | +0.6% | +1.7% |
| 6M | -2.1% | +46.8% | -48.9% | -6.0% |
| YTD | -11.2% | +65.5% | -76.7% | -15.8% |
| 1Y | -2.1% | +136.2% | -138.4% | -10.9% |
| All | +14.0% | +416.6% | -402.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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