-11.1%
VRSK vs AFL
+133.8%
-144.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -5.2% | -1.6% | -3.5% | -4.5% |
| 30D | -2.3% | -4.0% | +1.7% | -0.9% |
| 3M | -2.9% | -0.5% | -2.4% | -2.6% |
| 6M | -12.8% | +6.5% | -19.3% | -14.7% |
| YTD | -20.8% | +6.2% | -27.0% | -22.7% |
| 1Y | -33.2% | +8.3% | -41.5% | -35.3% |
| 3Y | -26.6% | +62.5% | -89.1% | -39.2% |
| All | -11.1% | +133.8% | -144.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling