-33.2%
VRSK vs ACI
-32.3%
-0.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.2% |
| 7D | -5.2% | -3.7% | -1.4% | -4.8% |
| 30D | -2.3% | +0.6% | -2.9% | -2.3% |
| 3M | -2.9% | -20.3% | +17.4% | -1.5% |
| 6M | -12.8% | -24.7% | +11.9% | -11.0% |
| YTD | -20.8% | -27.2% | +6.4% | -19.1% |
| 1Y | -33.2% | -32.7% | -0.5% | -29.7% |
| All | -33.2% | -32.3% | -0.9% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling