+177.7%
CHRW vs AON
+209.9%
-32.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +4.4% | -5.9% | +10.2% | +6.1% |
| 30D | +5.5% | -13.7% | +19.2% | +9.6% |
| 3M | -17.3% | -8.3% | -9.0% | -15.6% |
| 6M | -12.7% | -3.6% | -9.0% | -12.3% |
| YTD | -4.1% | -12.4% | +8.2% | -1.4% |
| 1Y | +21.2% | -14.6% | +35.9% | +25.5% |
| 3Y | +88.9% | -5.7% | +94.6% | +87.8% |
| 5Y | +93.1% | +9.1% | +83.9% | +80.5% |
| All | +177.7% | +209.9% | -32.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling