+3,877.1%
CHRW vs AIG
-81.7%
+3,958.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +7.3% | +6.6% | +0.7% | +6.3% |
| 30D | -3.6% | +7.0% | -10.6% | -4.6% |
| 3M | -9.6% | +9.7% | -19.3% | -10.9% |
| 6M | -17.0% | +10.8% | -27.8% | -18.4% |
| YTD | -15.4% | -1.3% | -14.1% | -15.5% |
| 1Y | -10.0% | +8.4% | -18.4% | -11.4% |
| 3Y | +82.2% | +39.0% | +43.2% | +72.1% |
| 5Y | +59.4% | +59.6% | -0.2% | +46.1% |
| 10Y | +129.7% | +68.4% | +61.3% | +100.9% |
| All | +3,877.1% | -81.7% | +3,958.7% | +2,767.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling