+536.1%
ACN vs VRSK
+593.4%
-57.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.6% |
| 7D | -6.3% | -5.4% | -0.9% | -3.4% |
| 30D | -1.4% | -1.8% | +0.4% | -0.4% |
| 3M | +2.6% | -2.2% | +4.8% | +4.2% |
| 6M | -14.3% | -14.9% | +0.6% | -6.5% |
| YTD | -33.1% | -20.0% | -13.1% | -24.9% |
| 1Y | -28.8% | -33.1% | +4.3% | -12.6% |
| 3Y | -43.0% | -25.6% | -17.3% | -35.4% |
| 5Y | -44.0% | -10.1% | -33.9% | -43.5% |
| 10Y | +88.5% | +128.4% | -39.9% | +22.2% |
| All | +536.1% | +593.4% | -57.2% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling