+151.4%
ACN vs QLD
+1,536.4%
-1,385.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -3.4% |
| 7D | -4.0% | -1.2% | -2.8% | -4.3% |
| 30D | +19.0% | -15.7% | +34.7% | +24.5% |
| 3M | +42.2% | -10.0% | +52.2% | +44.9% |
| 6M | +50.1% | -11.2% | +61.4% | +49.6% |
| YTD | -2.7% | +16.4% | -19.1% | -13.4% |
| 1Y | +7.6% | +12.7% | -5.1% | -3.4% |
| 3Y | -15.9% | +152.3% | -168.2% | -48.3% |
| 5Y | -24.4% | +91.8% | -116.1% | -51.6% |
| 10Y | +151.4% | +1,520.2% | -1,368.9% | -40.2% |
| All | +151.4% | +1,536.4% | -1,385.0% | -40.2% |
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