-0.8%
AON vs CRBG
+15.6%
-16.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | +4.4% | -2.1% | +6.4% | +4.7% |
| 30D | +24.1% | -0.9% | +25.0% | +24.3% |
| 3M | -7.0% | +1.0% | -7.9% | -7.1% |
| 6M | +9.1% | +23.5% | -14.3% | +5.3% |
| YTD | -4.4% | +16.0% | -20.4% | -7.2% |
| 1Y | -0.8% | +17.9% | -18.7% | -4.1% |
| All | -0.8% | +15.6% | -16.4% | -4.1% |
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