+352.5%
AAOI vs CRBG
+3.6%
+349.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +4.8% |
| 7D | -0.7% | +5.7% | -6.4% | +1.8% |
| 30D | -17.9% | +2.6% | -20.5% | -16.8% |
| 3M | -48.0% | +31.6% | -79.6% | -41.0% |
| 6M | +5.8% | +32.8% | -27.0% | +23.1% |
| YTD | +202.7% | +16.5% | +186.3% | +249.1% |
| 1Y | +352.5% | +6.1% | +346.4% | +425.0% |
| All | +352.5% | +3.6% | +349.0% | +425.0% |
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