+3.9%
CRBG vs AEE
+9.5%
-5.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +0.2% | -1.9% | +2.1% | +0.4% |
| 3M | +25.5% | +0.3% | +25.2% | +24.7% |
| 6M | +35.7% | -3.0% | +38.7% | +35.3% |
| YTD | +14.0% | +8.4% | +5.7% | +11.4% |
| 1Y | +3.9% | +9.8% | -5.9% | +1.1% |
| All | +3.9% | +9.5% | -5.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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