-99.1%
QID vs ACGL
+263.8%
-362.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -1.1% |
| 7D | -2.7% | -2.9% | +0.2% | -4.4% |
| 30D | +1.8% | -2.8% | +4.6% | +0.1% |
| 3M | -2.2% | +6.8% | -9.0% | +1.3% |
| 6M | -32.1% | -1.5% | -30.6% | -33.4% |
| YTD | -28.6% | -0.2% | -28.4% | -29.4% |
| 1Y | -36.3% | +5.3% | -41.6% | -34.9% |
| 3Y | -74.4% | +30.3% | -104.7% | -68.1% |
| 5Y | -80.8% | +151.8% | -232.6% | -57.0% |
| 10Y | -99.1% | +266.9% | -366.0% | -96.7% |
| All | -99.1% | +263.8% | -362.9% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling