-3.7%
VRSK vs AAOX
-77.9%
+74.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | -1.9% |
| 7D | -7.7% | +5.4% | -13.1% | -7.2% |
| 30D | -2.8% | -47.7% | +44.9% | -6.0% |
| 3M | -3.7% | -78.6% | +74.9% | -8.2% |
| All | -3.7% | -77.9% | +74.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 3mo: compounded portfolio wealth divided by compounded AAOX 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…
3mo analysis · Full analysis span regression · Available span rolling