+6.1%
CRBG vs AEIS
+93.3%
-87.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | +5.7% | +3.0% | +2.7% | +5.6% |
| 30D | +2.6% | -14.6% | +17.3% | +3.1% |
| 3M | +31.6% | -12.4% | +44.0% | +30.9% |
| 6M | +32.8% | -15.0% | +47.8% | +30.2% |
| YTD | +16.5% | +34.3% | -17.8% | +9.7% |
| 1Y | +6.1% | +87.4% | -81.3% | -7.7% |
| All | +6.1% | +93.3% | -87.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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