+61.3%
CHRW vs AIG
+58.0%
+3.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | -4.3% | +6.6% | -10.9% | -5.8% |
| 3M | -7.4% | +7.9% | -15.3% | -9.1% |
| 6M | -20.7% | +10.4% | -31.1% | -22.6% |
| YTD | -15.9% | -1.3% | -14.6% | -15.9% |
| 1Y | -9.9% | +11.5% | -21.4% | -12.7% |
| 3Y | +79.0% | +38.8% | +40.2% | +63.9% |
| 5Y | +61.3% | +57.8% | +3.5% | +40.1% |
| All | +61.3% | +58.0% | +3.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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