+580.9%
VRSK vs AFL
+709.0%
-128.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.2% | -1.6% | -3.5% | -4.6% |
| 30D | -2.3% | -4.0% | +1.7% | -1.0% |
| 3M | -2.9% | -0.5% | -2.4% | -2.7% |
| 6M | -12.8% | +6.5% | -19.3% | -14.6% |
| YTD | -20.8% | +6.2% | -27.0% | -22.5% |
| 1Y | -33.2% | +8.3% | -41.5% | -35.1% |
| 3Y | -26.6% | +62.5% | -89.1% | -38.0% |
| 5Y | -11.3% | +136.2% | -147.5% | -34.3% |
| 10Y | +126.1% | +301.4% | -175.3% | +35.6% |
| All | +580.9% | +709.0% | -128.1% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling