-22.0%
QID vs ACGL
+28.7%
-50.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -3.9% |
| 7D | +9.8% | +8.0% | +1.8% | +3.5% |
| 30D | +18.9% | +17.3% | +1.6% | +5.6% |
| 3M | +9.6% | +11.2% | -1.6% | +1.1% |
| 6M | -7.8% | +18.2% | -26.0% | -18.6% |
| YTD | -23.3% | +15.4% | -38.7% | -31.4% |
| 1Y | -22.0% | +26.5% | -48.6% | -34.0% |
| All | -22.0% | +28.7% | -50.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling