+34.8%
AIG vs CRBG
+122.1%
-87.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -1.1% | +2.6% | -3.7% | -1.9% |
| 3M | +0.7% | +24.0% | -23.3% | -6.2% |
| 6M | -2.2% | +50.5% | -52.7% | -14.7% |
| YTD | -10.8% | +17.1% | -28.0% | -16.1% |
| 1Y | -2.0% | +5.9% | -7.9% | -4.7% |
| 3Y | +34.8% | +122.7% | -87.9% | +0.2% |
| All | +34.8% | +122.1% | -87.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling