-99.0%
QID vs ACGL
+332.3%
-431.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.4% |
| 7D | -0.8% | -1.1% | +0.3% | -1.4% |
| 30D | +20.1% | +13.1% | +6.9% | +28.6% |
| 3M | +11.8% | +9.8% | +2.0% | +17.6% |
| 6M | +5.5% | +15.3% | -9.7% | +13.3% |
| YTD | -21.5% | +12.7% | -34.3% | -17.0% |
| 1Y | -22.6% | +20.7% | -43.3% | -14.5% |
| 3Y | -72.3% | +34.3% | -106.6% | -65.7% |
| 5Y | -76.9% | +170.6% | -247.5% | -46.9% |
| 10Y | -99.0% | +330.6% | -429.6% | -96.4% |
| All | -99.0% | +332.3% | -431.3% | -96.4% |
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