-40.8%
ACI vs QSR
+40.6%
-81.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -7.1% | -4.7% | -2.4% | -6.0% |
| 30D | -4.5% | +4.3% | -8.8% | -5.4% |
| 3M | -22.3% | +5.4% | -27.7% | -23.2% |
| 6M | -28.4% | +8.2% | -36.6% | -29.8% |
| YTD | -29.5% | +14.1% | -43.6% | -31.7% |
| 1Y | -34.2% | +28.1% | -62.3% | -37.9% |
| 3Y | -45.7% | +25.3% | -70.9% | -49.2% |
| 5Y | -40.8% | +40.4% | -81.2% | -50.8% |
| All | -40.8% | +40.6% | -81.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling