+94.8%
AUR vs CRBG
+122.1%
-27.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +0.6% |
| 7D | +1.4% | +0.6% | +0.8% | +0.9% |
| 30D | -6.4% | +2.6% | -9.0% | -8.1% |
| 3M | +7.7% | +24.0% | -16.3% | -8.0% |
| 6M | +44.5% | +50.5% | -6.0% | +7.2% |
| YTD | +67.4% | +17.1% | +50.3% | +47.7% |
| 1Y | +15.4% | +5.9% | +9.6% | +8.9% |
| 3Y | +94.8% | +122.7% | -27.9% | +66.7% |
| All | +94.8% | +122.1% | -27.3% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling