-11.3%
VRSK vs ACI
-41.4%
+30.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -7.7% | -7.1% | -0.7% | -6.8% |
| 30D | -2.8% | -4.5% | +1.7% | -2.2% |
| 3M | -3.7% | -22.3% | +18.6% | -1.0% |
| 6M | -12.8% | -28.4% | +15.6% | -9.5% |
| YTD | -21.0% | -29.5% | +8.5% | -18.0% |
| 1Y | -32.5% | -34.2% | +1.8% | -29.3% |
| 3Y | -26.5% | -45.7% | +19.1% | -21.2% |
| All | -11.3% | -41.4% | +30.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling