+16.0%
AA vs VRSK
-8.8%
+24.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.9% |
| 7D | +0.9% | +4.2% | -3.3% | +2.2% |
| 30D | -6.4% | +21.2% | -27.6% | -0.9% |
| 3M | -13.0% | +2.9% | -15.8% | -11.7% |
| 6M | -34.6% | +11.3% | -46.0% | -31.8% |
| YTD | -23.0% | -10.8% | -12.2% | -27.7% |
| 1Y | +16.0% | -9.2% | +25.1% | +10.7% |
| All | +16.0% | -8.8% | +24.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling