+13.7%
VRSK vs ACI
+18.9%
-5.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | -5.4% | -5.0% | -0.4% | -4.9% |
| 30D | -1.8% | -2.3% | +0.5% | -1.5% |
| 3M | -2.2% | -23.2% | +21.0% | -0.2% |
| 6M | -14.9% | -29.5% | +14.6% | -12.5% |
| YTD | -20.0% | -28.6% | +8.6% | -17.9% |
| 1Y | -33.1% | -34.0% | +0.9% | -31.0% |
| 3Y | -25.6% | -45.0% | +19.3% | -22.1% |
| 5Y | -10.1% | -44.0% | +33.9% | -6.8% |
| All | +13.7% | +18.9% | -5.1% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling