-30.6%
VRSK vs AFL
+11.7%
-42.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -1.6% | -6.2% | +4.6% | +1.0% |
| 3M | +3.5% | +2.2% | +1.3% | +3.3% |
| 6M | -13.4% | +5.3% | -18.6% | -14.0% |
| YTD | -16.5% | +8.0% | -24.5% | -18.5% |
| 1Y | -30.6% | +10.2% | -40.8% | -34.3% |
| All | -30.6% | +11.7% | -42.3% | -34.3% |
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