+93.1%
ACN vs VRSK
+126.1%
-33.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.2% |
| 7D | -1.5% | -5.2% | +3.7% | +1.7% |
| 30D | +2.1% | -2.3% | +4.4% | +3.5% |
| 3M | +11.1% | -2.9% | +14.0% | +13.5% |
| 6M | -6.8% | -12.8% | +6.0% | +1.1% |
| YTD | -30.0% | -20.8% | -9.2% | -19.8% |
| 1Y | -23.1% | -33.2% | +10.1% | -3.0% |
| 3Y | -40.4% | -26.6% | -13.8% | -31.4% |
| 5Y | -41.6% | -11.3% | -30.2% | -41.8% |
| All | +93.1% | +126.1% | -33.0% | +11.5% |
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