+3,875.0%
CHRW vs AIG
-81.7%
+3,956.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.7% | +2.0% | +2.7% | +4.4% |
| 30D | -2.6% | +6.3% | -8.9% | -3.5% |
| 3M | -8.0% | +9.2% | -17.2% | -9.3% |
| 6M | -19.0% | +9.5% | -28.5% | -20.2% |
| YTD | -15.5% | -1.6% | -13.8% | -15.5% |
| 1Y | -10.8% | +8.5% | -19.3% | -12.2% |
| 3Y | +79.8% | +38.3% | +41.5% | +70.0% |
| 5Y | +59.3% | +59.0% | +0.2% | +46.1% |
| 10Y | +129.6% | +67.8% | +61.8% | +100.9% |
| All | +3,875.0% | -81.7% | +3,956.7% | +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