+798.4%
AON vs VRSK
+585.1%
+213.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -5.9% | -7.7% | +1.9% | -2.6% |
| 30D | -13.7% | -2.8% | -10.8% | -12.8% |
| 3M | -8.3% | -3.7% | -4.6% | -7.2% |
| 6M | -3.6% | -12.8% | +9.1% | +1.3% |
| YTD | -12.4% | -21.0% | +8.6% | -4.4% |
| 1Y | -14.6% | -32.5% | +17.8% | -0.6% |
| 3Y | -5.7% | -26.5% | +20.8% | +4.7% |
| 5Y | +9.1% | -11.5% | +20.6% | +10.4% |
| 10Y | +208.7% | +125.7% | +83.0% | +116.2% |
| All | +798.4% | +585.1% | +213.3% | +329.4% |
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