+123.5%
VRSK vs ALLE
+154.9%
-31.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.7% | -2.8% | -5.0% | -6.8% |
| 30D | -2.8% | -10.2% | +7.4% | +1.1% |
| 3M | -3.7% | +17.4% | -21.1% | -9.8% |
| 6M | -12.8% | +3.3% | -16.1% | -14.7% |
| YTD | -21.0% | -4.2% | -16.7% | -20.8% |
| 1Y | -32.5% | -10.5% | -21.9% | -30.5% |
| 3Y | -26.5% | +45.4% | -71.9% | -39.9% |
| 5Y | -11.5% | +11.9% | -23.4% | -20.4% |
| All | +123.5% | +154.9% | -31.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling