-24.4%
ACN vs QID
-78.0%
+53.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -3.1% |
| 7D | -4.0% | -1.1% | -2.9% | -4.2% |
| 30D | +19.0% | +14.4% | +4.6% | +23.7% |
| 3M | +42.2% | +6.7% | +35.5% | +45.0% |
| 6M | +50.1% | +2.6% | +47.6% | +50.9% |
| YTD | -2.7% | -24.2% | +21.5% | -11.2% |
| 1Y | +7.6% | -22.3% | +29.9% | -0.8% |
| 3Y | -15.9% | -72.0% | +56.2% | -43.6% |
| 5Y | -24.4% | -78.2% | +53.8% | -48.2% |
| All | -24.4% | -78.0% | +53.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling