+378.0%
APH vs CRBG
+117.3%
+260.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.1% | +4.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -1.2% | +2.6% | -3.9% | -2.2% |
| 3M | +10.3% | +24.0% | -13.7% | +2.3% |
| 6M | +25.2% | +50.5% | -25.3% | +8.1% |
| YTD | +24.6% | +17.1% | +7.5% | +16.5% |
| 1Y | +41.4% | +5.9% | +35.6% | +36.4% |
| 3Y | +297.8% | +122.7% | +175.1% | +200.2% |
| All | +378.0% | +117.3% | +260.7% | +267.9% |
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 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