+19.5%
ACN vs QS
-62.6%
+82.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.4% |
| 7D | -3.8% | -14.0% | +10.2% | -3.4% |
| 30D | +16.5% | -6.4% | +22.9% | +16.7% |
| 3M | +41.5% | -40.3% | +81.7% | +43.8% |
| 6M | +60.1% | -57.5% | +117.6% | +64.0% |
| YTD | -3.9% | -64.7% | +60.7% | -1.1% |
| 1Y | +4.1% | -72.9% | +77.0% | +8.3% |
| 3Y | -15.9% | -33.5% | +17.6% | -19.2% |
| 5Y | -26.3% | -90.5% | +64.2% | -27.8% |
| All | +19.5% | -62.6% | +82.1% | +22.0% |
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