+2.1%
AAL vs CRBG
+3.6%
-1.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -3.7% | +5.7% | -9.4% | -6.6% |
| 30D | -20.8% | +2.6% | -23.4% | -22.2% |
| 3M | -1.3% | +31.6% | -32.9% | -16.0% |
| 6M | +5.4% | +32.8% | -27.5% | -11.5% |
| YTD | -14.4% | +16.5% | -30.8% | -22.6% |
| 1Y | +2.1% | +6.1% | -4.0% | -5.2% |
| All | +2.1% | +3.6% | -1.5% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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