-9.2%
VRSK vs AFL
+18.6%
-27.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +4.2% | +2.9% | +1.3% | +3.1% |
| 30D | +21.2% | +11.5% | +9.7% | +16.6% |
| 3M | +2.9% | +0.6% | +2.3% | +2.1% |
| 6M | +11.3% | +11.7% | -0.4% | +9.4% |
| YTD | -10.8% | +15.4% | -26.3% | -12.5% |
| 1Y | -9.2% | +17.6% | -26.7% | -10.4% |
| All | -9.2% | +18.6% | -27.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling