+43.5%
AU vs CRBG
+15.6%
+27.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | +16.5% | -2.1% | +18.6% | +17.1% |
| 30D | +3.3% | -0.9% | +4.2% | +3.5% |
| 3M | +6.8% | +1.0% | +5.9% | +6.4% |
| 6M | -3.9% | +23.5% | -27.4% | -9.6% |
| YTD | +12.9% | +16.0% | -3.1% | +5.5% |
| 1Y | +43.5% | +17.9% | +25.6% | +31.8% |
| All | +43.5% | +15.6% | +27.9% | +31.8% |
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