+22.2%
ACI vs QSR
+80.5%
-58.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.9% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +1.1% | +5.9% | -4.8% | +0.1% |
| 3M | -23.6% | +10.5% | -34.1% | -24.8% |
| 6M | -29.9% | +7.7% | -37.7% | -30.9% |
| YTD | -26.9% | +16.8% | -43.6% | -28.7% |
| 1Y | -34.2% | +30.9% | -65.1% | -37.0% |
| 3Y | -43.6% | +28.2% | -71.8% | -46.1% |
| 5Y | -42.4% | +45.0% | -87.4% | -47.4% |
| All | +22.2% | +80.5% | -58.3% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling