-18.3%
AON vs CRBG
+7.7%
-26.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -14.1% | +2.6% | -16.7% | -14.5% |
| 3M | -9.5% | +24.0% | -33.5% | -13.1% |
| 6M | -4.0% | +50.5% | -54.5% | -11.7% |
| YTD | -13.8% | +17.1% | -30.9% | -16.7% |
| 1Y | -18.3% | +5.9% | -24.2% | -19.3% |
| All | -18.3% | +7.7% | -26.0% | -19.3% |
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