+131.7%
AG vs CRBG
+3.6%
+128.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +1.0% | +5.7% | -4.7% | -0.6% |
| 30D | +19.2% | +2.6% | +16.6% | +18.0% |
| 3M | +6.2% | +31.6% | -25.4% | -1.4% |
| 6M | -26.7% | +32.8% | -59.5% | -31.9% |
| YTD | +26.1% | +16.5% | +9.7% | +22.6% |
| 1Y | +131.7% | +6.1% | +125.6% | +138.2% |
| All | +131.7% | +3.6% | +128.1% | +138.2% |
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