-13.0%
ACN vs QS
-46.4%
+33.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +3.3% |
| 7D | -1.5% | -3.6% | +2.1% | -1.4% |
| 30D | +2.1% | -17.2% | +19.3% | +2.7% |
| 3M | +11.1% | -27.0% | +38.1% | +11.9% |
| 6M | -6.8% | -24.6% | +17.7% | -6.6% |
| YTD | -30.0% | -49.3% | +19.3% | -28.8% |
| 1Y | -23.1% | -40.3% | +17.2% | -22.9% |
| 3Y | -40.4% | -23.8% | -16.6% | -42.8% |
| 5Y | -41.6% | -75.0% | +33.4% | -43.4% |
| All | -13.0% | -46.4% | +33.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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