+208.6%
VRSK vs ALLE
+260.9%
-52.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -1.6% | -6.8% | +5.2% | +1.0% |
| 3M | +3.5% | +21.0% | -17.5% | -4.1% |
| 6M | -13.4% | +1.1% | -14.5% | -14.5% |
| YTD | -16.5% | -0.5% | -16.0% | -17.5% |
| 1Y | -30.6% | -7.3% | -23.3% | -29.6% |
| 3Y | -21.9% | +42.3% | -64.1% | -35.0% |
| 5Y | -6.3% | +13.5% | -19.8% | -15.9% |
| 10Y | +133.1% | +144.0% | -11.0% | +48.4% |
| All | +208.6% | +260.9% | -52.3% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling