-9.4%
VRSK vs AAOX
-59.5%
+50.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | -1.6% |
| 7D | -7.7% | +5.4% | -13.1% | -7.4% |
| 30D | -2.8% | -47.7% | +44.9% | -4.8% |
| 3M | -3.7% | -78.6% | +74.9% | -4.7% |
| All | -9.4% | -59.5% | +50.1% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling