+152.3%
ACN vs QID
-99.0%
+251.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +1.1% |
| 7D | -3.8% | -7.1% | +3.3% | -6.2% |
| 30D | +16.5% | +12.6% | +3.9% | +21.4% |
| 3M | +41.5% | +14.2% | +27.2% | +48.3% |
| 6M | +60.1% | +6.2% | +53.9% | +63.0% |
| YTD | -3.9% | -21.8% | +17.8% | -12.2% |
| 1Y | +4.1% | -23.1% | +27.2% | -5.3% |
| 3Y | -15.9% | -71.3% | +55.5% | -44.2% |
| 5Y | -26.3% | -77.0% | +50.7% | -47.6% |
| All | +152.3% | -99.0% | +251.4% | -35.0% |
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