+4,266.9%
CHRW vs AON
+1,225.6%
+3,041.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.4% | -9.1% | +7.7% | +1.0% |
| 30D | -3.5% | -10.2% | +6.8% | -0.8% |
| 3M | -19.4% | +0.5% | -19.9% | -19.9% |
| 6M | -21.4% | -4.8% | -16.5% | -20.8% |
| YTD | -7.1% | -8.0% | +0.9% | -5.8% |
| 1Y | +17.8% | -13.1% | +30.9% | +21.2% |
| 3Y | +78.8% | -1.3% | +80.1% | +75.4% |
| 5Y | +83.5% | +14.9% | +68.6% | +71.0% |
| 10Y | +160.2% | +214.9% | -54.7% | +79.2% |
| All | +4,266.9% | +1,225.6% | +3,041.3% | +1,718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling