-19.1%
AJG vs CRBG
+7.7%
-26.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.5% |
| 7D | -8.3% | +0.6% | -8.9% | -8.4% |
| 30D | -5.7% | +2.6% | -8.3% | -6.1% |
| 3M | +9.1% | +24.0% | -14.9% | +4.5% |
| 6M | +15.2% | +50.5% | -35.3% | +5.8% |
| YTD | -6.3% | +17.1% | -23.4% | -10.1% |
| 1Y | -19.1% | +5.9% | -25.0% | -19.9% |
| All | -19.1% | +7.7% | -26.8% | -19.9% |
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