+355.1%
AEM vs VRSK
+126.1%
+229.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -2.1% | -5.2% | +3.0% | -1.3% |
| 30D | +8.4% | -2.3% | +10.8% | +8.8% |
| 3M | +27.3% | -2.9% | +30.2% | +27.1% |
| 6M | -9.7% | -12.8% | +3.1% | -8.1% |
| YTD | +19.0% | -20.8% | +39.8% | +23.4% |
| 1Y | +31.5% | -33.2% | +64.7% | +42.2% |
| 3Y | +338.7% | -26.6% | +365.3% | +356.4% |
| 5Y | +307.4% | -11.3% | +318.8% | +293.4% |
| All | +355.1% | +126.1% | +229.0% | +273.2% |
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