+115.6%
CRBG vs AEE
+30.2%
+85.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +2.6% | -2.9% | +5.6% | +3.5% |
| 3M | +24.0% | -2.4% | +26.4% | +24.5% |
| 6M | +50.5% | -2.7% | +53.2% | +51.1% |
| YTD | +17.1% | +7.3% | +9.9% | +13.9% |
| 1Y | +5.9% | +7.5% | -1.7% | +2.8% |
| 3Y | +122.7% | +46.2% | +76.5% | +99.3% |
| All | +115.6% | +30.2% | +85.4% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling