-36.3%
QID vs ACGL
+2.4%
-38.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.9% |
| 7D | -2.7% | -2.9% | +0.2% | -0.9% |
| 30D | +1.8% | -2.8% | +4.6% | +3.6% |
| 3M | -2.2% | +6.8% | -9.0% | -4.8% |
| 6M | -32.1% | -1.5% | -30.6% | -31.9% |
| YTD | -28.6% | -0.2% | -28.4% | -28.7% |
| 1Y | -36.3% | +5.3% | -41.6% | -38.1% |
| All | -36.3% | +2.4% | -38.7% | -38.1% |
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