+422.6%
AEM vs CRBG
+117.3%
+305.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +8.4% | +2.6% | +5.8% | +8.1% |
| 3M | +27.3% | +24.0% | +3.3% | +24.6% |
| 6M | -9.7% | +50.5% | -60.2% | -13.1% |
| YTD | +19.0% | +17.1% | +1.8% | +16.4% |
| 1Y | +31.5% | +5.9% | +25.6% | +29.5% |
| 3Y | +338.7% | +122.7% | +216.0% | +293.7% |
| All | +422.6% | +117.3% | +305.3% | +401.0% |
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 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