+29.1%
CRBG vs AEIS
+4.7%
+24.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.0% | +1.3% |
| 7D | +6.6% | +11.5% | -4.9% | +5.9% |
| 30D | +7.1% | -15.8% | +22.8% | +7.3% |
| 3M | +6.7% | -33.3% | +40.1% | +7.8% |
| 6M | +39.7% | -35.2% | +74.8% | +39.9% |
| YTD | +23.7% | +5.0% | +18.7% | +10.9% |
| 1Y | +29.1% | +8.5% | +20.6% | +15.2% |
| All | +29.1% | +4.7% | +24.4% | +15.2% |
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