+21.6%
ACI vs QSR
+77.4%
-55.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -3.7% | -4.0% | +0.3% | -3.0% |
| 30D | +0.6% | +2.8% | -2.2% | +0.1% |
| 3M | -20.3% | +5.1% | -25.4% | -20.9% |
| 6M | -24.7% | +8.8% | -33.5% | -25.7% |
| YTD | -27.2% | +14.8% | -42.1% | -28.8% |
| 1Y | -32.7% | +25.7% | -58.4% | -35.1% |
| 3Y | -43.9% | +27.5% | -71.4% | -46.3% |
| 5Y | -38.9% | +41.3% | -80.1% | -44.1% |
| All | +21.6% | +77.4% | -55.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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