-27.6%
ACN vs CRBG
+117.3%
-144.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +2.9% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +2.1% | +2.6% | -0.5% | +1.3% |
| 3M | +11.1% | +24.0% | -12.9% | +3.9% |
| 6M | -6.8% | +50.5% | -57.4% | -18.3% |
| YTD | -30.0% | +17.1% | -47.2% | -33.7% |
| 1Y | -23.1% | +5.9% | -29.0% | -25.2% |
| 3Y | -40.4% | +122.7% | -163.1% | -55.2% |
| All | -27.6% | +117.3% | -144.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling