+3.3%
AA vs VRSK
-11.9%
+15.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.7% |
| 7D | -5.4% | -7.7% | +2.3% | -4.7% |
| 30D | -10.7% | -2.8% | -7.9% | -10.6% |
| 3M | -26.2% | -3.7% | -22.5% | -26.4% |
| 6M | -20.9% | -12.8% | -8.2% | -19.8% |
| YTD | -8.6% | -21.0% | +12.3% | -5.7% |
| 1Y | +57.4% | -32.5% | +89.9% | +69.5% |
| 3Y | +77.8% | -26.5% | +104.3% | +77.0% |
| All | +3.3% | -11.9% | +15.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling