-4.5%
AIG vs CRBG
+3.6%
-8.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.9% | +5.7% | -6.6% | -2.1% |
| 30D | -4.9% | +2.6% | -7.5% | -5.5% |
| 3M | +4.5% | +31.6% | -27.1% | -1.9% |
| 6M | -1.4% | +32.8% | -34.3% | -8.0% |
| YTD | -9.8% | +16.5% | -26.3% | -13.5% |
| 1Y | -4.5% | +6.1% | -10.6% | -5.7% |
| All | -4.5% | +3.6% | -8.1% | -5.7% |
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