-21.4%
ACN vs QLD
+61.4%
-82.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.7% | +13.1% | +3.8% |
| 7D | +7.3% | -18.6% | +25.8% | +12.9% |
| 30D | +38.2% | -28.3% | +66.5% | +50.3% |
| 3M | +56.6% | -20.4% | +76.9% | +64.7% |
| 6M | +51.1% | -14.3% | +65.4% | +51.2% |
| YTD | +1.7% | +2.8% | -1.1% | -5.2% |
| 1Y | +10.1% | -1.2% | +11.3% | +3.7% |
| 3Y | -10.3% | +135.3% | -145.6% | -43.0% |
| 5Y | -21.4% | +62.6% | -84.0% | -47.8% |
| All | -21.4% | +61.4% | -82.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling