-14.9%
VRSK vs ACI
-31.1%
+16.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.8% |
| 7D | -5.4% | -5.0% | -0.4% | -4.7% |
| 30D | -1.8% | -2.3% | +0.5% | -1.4% |
| 3M | -2.2% | -23.2% | +21.0% | +0.1% |
| 6M | -14.9% | -29.5% | +14.6% | -11.1% |
| All | -14.9% | -31.1% | +16.2% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling