-24.4%
ACN vs QLD
+77.5%
-102.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.2% | -4.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.6% |
| 30D | +22.6% | -19.6% | +42.2% | +29.1% |
| 3M | +45.9% | -14.1% | +60.1% | +50.2% |
| 6M | +43.8% | -13.6% | +57.5% | +44.5% |
| YTD | -2.5% | +12.5% | -15.0% | -11.4% |
| 1Y | +6.5% | +13.1% | -6.7% | -3.8% |
| 3Y | -14.2% | +154.7% | -168.9% | -46.6% |
| 5Y | -24.4% | +81.1% | -105.5% | -51.4% |
| All | -24.4% | +77.5% | -102.0% | -51.4% |
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