-10.6%
BITO vs AIG
+43.8%
-54.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -3.4% | -1.2% | -2.3% | -3.0% |
| 30D | +21.4% | -1.1% | +22.5% | +21.9% |
| 3M | +20.5% | +0.7% | +19.8% | +19.9% |
| 6M | +7.4% | -2.2% | +9.6% | +7.9% |
| YTD | -13.9% | -10.8% | -3.0% | -10.3% |
| 1Y | -35.1% | -2.0% | -33.0% | -35.5% |
| 3Y | +156.8% | +34.8% | +122.0% | +111.4% |
| All | -10.6% | +43.8% | -54.3% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling