-26.6%
VRSK vs AIG
+33.9%
-60.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.2% | -1.2% | -4.0% | -4.8% |
| 30D | -2.3% | -1.1% | -1.3% | -2.0% |
| 3M | -2.9% | +0.7% | -3.6% | -3.0% |
| 6M | -12.8% | -2.2% | -10.6% | -12.3% |
| YTD | -20.8% | -10.8% | -10.0% | -18.3% |
| 1Y | -33.2% | -2.0% | -31.2% | -33.1% |
| 3Y | -26.6% | +34.8% | -61.4% | -33.3% |
| All | -26.6% | +33.9% | -60.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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