+4,266.9%
CHRW vs AIG
-83.2%
+4,350.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -3.5% | -4.9% | +1.4% | -2.7% |
| 3M | -19.4% | +4.5% | -23.9% | -20.0% |
| 6M | -21.4% | -1.4% | -19.9% | -21.3% |
| YTD | -7.1% | -9.8% | +2.7% | -5.9% |
| 1Y | +17.8% | -4.5% | +22.3% | +18.3% |
| 3Y | +78.8% | +37.4% | +41.3% | +69.2% |
| 5Y | +83.5% | +55.0% | +28.6% | +69.1% |
| 10Y | +160.2% | +63.7% | +96.6% | +128.8% |
| All | +4,266.9% | -83.2% | +4,350.1% | +3,093.0% |
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