-40.6%
ACN vs QLD
+121.5%
-162.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +9.4% | -0.1% | +9.5% | +9.3% |
| 3M | +5.6% | -8.4% | +14.0% | +6.4% |
| 6M | -9.3% | +32.2% | -41.5% | -20.3% |
| YTD | -29.0% | +28.9% | -57.9% | -37.1% |
| 1Y | -24.7% | +43.8% | -68.5% | -36.3% |
| 3Y | -39.8% | +176.6% | -216.4% | -62.8% |
| All | -40.6% | +121.5% | -162.1% | -63.4% |
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