+156.5%
ACN vs QLD
+1,375.1%
-1,218.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.6% |
| 7D | +0.9% | -10.3% | +11.1% | +4.2% |
| 30D | +33.5% | -26.1% | +59.6% | +46.3% |
| 3M | +53.5% | -17.8% | +71.2% | +61.5% |
| 6M | +52.2% | -15.6% | +67.8% | +54.2% |
| YTD | -0.1% | +5.4% | -5.5% | -7.8% |
| 1Y | +11.0% | +5.2% | +5.8% | +2.1% |
| 3Y | -11.8% | +139.4% | -151.2% | -44.9% |
| 5Y | -22.8% | +66.7% | -89.5% | -47.9% |
| All | +156.5% | +1,375.1% | -1,218.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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