-12.9%
AEM vs VRSK
-15.2%
+2.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -3.3% |
| 7D | -5.0% | -7.7% | +2.7% | -7.9% |
| 30D | +8.5% | -2.8% | +11.3% | +7.3% |
| 3M | +29.3% | -3.7% | +33.0% | +28.4% |
| 6M | -12.9% | -12.8% | -0.2% | -19.0% |
| All | -12.9% | -15.2% | +2.3% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling