-10.5%
ACN vs QLD
+168.6%
-179.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.6% |
| 7D | +8.6% | -9.4% | +18.0% | +9.8% |
| 30D | +36.6% | -17.1% | +53.6% | +39.6% |
| 3M | +56.3% | -10.4% | +66.7% | +57.7% |
| 6M | +49.7% | +0.7% | +48.9% | +44.9% |
| YTD | +1.3% | +17.7% | -16.4% | -6.0% |
| 1Y | +11.9% | +14.7% | -2.7% | +4.3% |
| All | -10.5% | +168.6% | -179.1% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling