-26.6%
VRSK vs AEIS
+173.7%
-200.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.7% |
| 7D | -5.2% | +2.3% | -7.4% | -4.9% |
| 30D | -2.3% | -14.8% | +12.5% | -3.6% |
| 3M | -2.9% | -15.6% | +12.7% | -3.3% |
| 6M | -12.8% | -8.7% | -4.1% | -12.8% |
| YTD | -20.8% | +37.3% | -58.1% | -19.9% |
| 1Y | -33.2% | +80.3% | -113.6% | -32.5% |
| 3Y | -26.6% | +177.9% | -204.5% | -28.9% |
| All | -26.6% | +173.7% | -200.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling