+2,702.1%
AAOI vs CRBG
+117.3%
+2,584.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.3% |
| 7D | -0.2% | +0.6% | -0.7% | -0.6% |
| 30D | -23.7% | +2.6% | -26.3% | -25.1% |
| 3M | -39.0% | +24.0% | -63.0% | -46.7% |
| 6M | -17.0% | +50.5% | -67.6% | -37.3% |
| YTD | +202.2% | +17.1% | +185.1% | +159.5% |
| 1Y | +292.4% | +5.9% | +286.5% | +267.5% |
| 3Y | +804.4% | +122.7% | +681.6% | +522.5% |
| All | +2,702.1% | +117.3% | +2,584.8% | +1,951.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling