-29.9%
BITO vs AIG
-4.5%
-25.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +22.6% | -4.9% | +27.5% | +23.3% |
| 3M | +24.7% | +4.5% | +20.2% | +23.9% |
| 6M | +7.5% | -1.4% | +8.9% | +7.1% |
| YTD | -10.8% | -9.8% | -1.0% | -10.3% |
| 1Y | -29.9% | -4.5% | -25.4% | -29.6% |
| All | -29.9% | -4.5% | -25.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling