-7.2%
AON vs VRSK
-26.5%
+19.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -6.3% | -5.2% | -1.2% | -4.5% |
| 30D | -14.1% | -2.3% | -11.8% | -13.6% |
| 3M | -9.5% | -2.9% | -6.6% | -8.8% |
| 6M | -4.0% | -12.8% | +8.8% | +0.2% |
| YTD | -13.8% | -20.8% | +7.0% | -6.6% |
| 1Y | -18.3% | -33.2% | +14.9% | -5.0% |
| 3Y | -7.2% | -26.6% | +19.4% | +2.1% |
| All | -7.2% | -26.5% | +19.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling