+117.0%
AA vs VRSK
+126.1%
-9.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.4% | -5.2% | +1.7% | -1.7% |
| 30D | -5.8% | -2.3% | -3.5% | -5.4% |
| 3M | -29.9% | -2.9% | -27.0% | -30.3% |
| 6M | -27.0% | -12.8% | -14.2% | -24.9% |
| YTD | -8.7% | -20.8% | +12.1% | -2.9% |
| 1Y | +50.6% | -33.2% | +83.9% | +72.5% |
| 3Y | +74.1% | -26.6% | +100.6% | +80.2% |
| 5Y | +2.6% | -11.3% | +13.9% | -8.3% |
| All | +117.0% | +126.1% | -9.1% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling