+33.3%
ACI vs QID
-92.8%
+126.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.6% |
| 7D | +2.3% | -7.1% | +9.4% | +1.9% |
| 30D | +1.2% | +12.6% | -11.4% | +2.0% |
| 3M | +6.8% | +14.2% | -7.4% | +7.6% |
| 6M | -18.7% | +6.2% | -24.9% | -18.3% |
| YTD | -20.2% | -21.8% | +1.6% | -21.3% |
| 1Y | -23.7% | -23.1% | -0.6% | -24.9% |
| 3Y | -31.6% | -71.3% | +39.7% | -38.0% |
| 5Y | -42.8% | -77.0% | +34.2% | -49.0% |
| All | +33.3% | -92.8% | +126.0% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling