+86.0%
CHRW vs AON
-3.6%
+89.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.0% |
| 7D | +1.9% | -3.2% | +5.2% | +2.4% |
| 30D | +0.9% | -11.9% | +12.8% | +2.6% |
| 3M | -19.9% | -2.9% | -17.0% | -19.6% |
| 6M | -15.8% | -6.8% | -9.0% | -15.1% |
| YTD | -5.6% | -10.1% | +4.5% | -4.4% |
| 1Y | +21.0% | -14.2% | +35.3% | +23.1% |
| 3Y | +86.0% | -3.3% | +89.3% | +95.3% |
| All | +86.0% | -3.6% | +89.7% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling