+158.0%
AG vs CRBG
+117.3%
+40.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.3% |
| 7D | -6.7% | +0.6% | -7.3% | -6.9% |
| 30D | +2.2% | +2.6% | -0.5% | +1.4% |
| 3M | +15.7% | +24.0% | -8.3% | +10.0% |
| 6M | -23.8% | +50.5% | -74.3% | -31.0% |
| YTD | +17.6% | +17.1% | +0.5% | +12.6% |
| 1Y | +88.6% | +5.9% | +82.7% | +84.3% |
| 3Y | +253.4% | +122.7% | +130.7% | +219.6% |
| All | +158.0% | +117.3% | +40.7% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling