+579.5%
VRSK vs AEE
+673.0%
-93.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -7.7% | -0.7% | -7.1% | -7.5% |
| 30D | -2.8% | -2.0% | -0.9% | -2.1% |
| 3M | -3.7% | -2.8% | -0.9% | -2.6% |
| 6M | -12.8% | -3.6% | -9.2% | -11.9% |
| YTD | -21.0% | +7.3% | -28.3% | -23.8% |
| 1Y | -32.5% | +8.7% | -41.2% | -35.3% |
| 3Y | -26.5% | +46.0% | -72.5% | -38.4% |
| 5Y | -11.5% | +39.8% | -51.3% | -24.8% |
| 10Y | +125.7% | +191.4% | -65.7% | +50.2% |
| All | +579.5% | +673.0% | -93.5% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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