+21.6%
ACI vs QID
-93.3%
+114.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.1% |
| 7D | -3.7% | +1.3% | -5.0% | -3.7% |
| 30D | +0.6% | +2.9% | -2.4% | +0.8% |
| 3M | -20.3% | -0.7% | -19.6% | -20.2% |
| 6M | -24.7% | -29.7% | +5.0% | -26.2% |
| YTD | -27.2% | -27.9% | +0.6% | -28.6% |
| 1Y | -32.7% | -34.6% | +1.9% | -34.5% |
| 3Y | -43.9% | -73.5% | +29.6% | -49.3% |
| 5Y | -38.9% | -81.0% | +42.1% | -46.2% |
| All | +21.6% | -93.3% | +114.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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