+61.6%
AG vs VRSK
+126.1%
-64.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.7% | -5.2% | -1.6% | -5.7% |
| 30D | +2.2% | -2.3% | +4.5% | +2.6% |
| 3M | +15.7% | -2.9% | +18.6% | +15.2% |
| 6M | -23.8% | -12.8% | -11.0% | -22.4% |
| YTD | +17.6% | -20.8% | +38.5% | +22.8% |
| 1Y | +88.6% | -33.2% | +121.8% | +107.5% |
| 3Y | +253.4% | -26.6% | +280.0% | +267.5% |
| 5Y | +62.4% | -11.3% | +73.8% | +53.5% |
| All | +61.6% | +126.1% | -64.4% | +21.6% |
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