+108.3%
AME vs CRBG
+117.3%
-9.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +2.9% |
| 7D | +1.7% | +0.6% | +1.2% | +1.6% |
| 30D | -6.4% | +2.6% | -9.1% | -7.2% |
| 3M | +7.1% | +24.0% | -16.9% | +0.4% |
| 6M | +8.2% | +50.5% | -42.3% | -4.4% |
| YTD | +18.2% | +17.1% | +1.0% | +11.7% |
| 1Y | +26.7% | +5.9% | +20.9% | +23.2% |
| 3Y | +60.7% | +122.7% | -62.0% | +25.1% |
| All | +108.3% | +117.3% | -9.0% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling