-10.1%
VRSK vs ALLE
+11.9%
-22.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.2% |
| 7D | -5.4% | -2.2% | -3.3% | -4.8% |
| 30D | -1.8% | -8.3% | +6.6% | +0.7% |
| 3M | -2.2% | +16.3% | -18.5% | -6.8% |
| 6M | -14.9% | +1.8% | -16.7% | -15.9% |
| YTD | -20.0% | -3.9% | -16.1% | -19.8% |
| 1Y | -33.1% | -10.0% | -23.1% | -31.6% |
| 3Y | -25.6% | +45.8% | -71.5% | -37.5% |
| 5Y | -10.1% | +13.3% | -23.4% | -18.4% |
| All | -10.1% | +11.9% | -22.0% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling