+152.4%
APO vs CRBG
+117.3%
+35.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.9% |
| 30D | -6.6% | +2.6% | -9.2% | -8.2% |
| 3M | -3.3% | +24.0% | -27.3% | -17.2% |
| 6M | +22.6% | +50.5% | -27.9% | -9.0% |
| YTD | -9.8% | +17.1% | -26.9% | -20.1% |
| 1Y | -3.9% | +5.9% | -9.8% | -9.1% |
| 3Y | +52.5% | +122.7% | -70.3% | -12.6% |
| All | +152.4% | +117.3% | +35.1% | +46.7% |
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