+11.9%
AJG vs CRBG
+24.1%
-12.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +20.6% | +4.5% | +16.1% | +19.6% |
| 3M | +11.5% | +9.0% | +2.6% | +9.9% |
| 6M | +42.9% | +39.3% | +3.6% | +34.9% |
| YTD | +10.0% | +22.9% | -13.0% | +4.8% |
| 1Y | +11.9% | +24.4% | -12.5% | +6.6% |
| All | +11.9% | +24.1% | -12.2% | +6.6% |
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