-19.1%
QID vs ACGL
+21.8%
-40.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -7.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.1% |
| 30D | +20.1% | +13.1% | +6.9% | +9.4% |
| 3M | +11.8% | +9.8% | +2.0% | +4.1% |
| 6M | +5.5% | +15.3% | -9.7% | -5.3% |
| YTD | -21.5% | +12.7% | -34.3% | -28.6% |
| All | -19.1% | +21.8% | -40.9% | -29.1% |
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