-10.9%
VRSK vs ACGL
+33.8%
-44.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | +15.1% | +12.3% | +2.8% | +10.0% |
| 3M | +12.1% | +11.8% | +0.3% | +7.3% |
| 6M | +29.4% | +17.5% | +11.9% | +22.2% |
| YTD | -6.4% | +14.3% | -20.6% | -11.2% |
| 1Y | -3.6% | +18.2% | -21.7% | -9.7% |
| 3Y | -10.9% | +33.2% | -44.1% | -20.6% |
| All | -10.9% | +33.8% | -44.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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