-70.4%
QID vs ACGL
+31.5%
-101.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.4% | -2.5% |
| 7D | +9.4% | +0.9% | +8.5% | +9.4% |
| 30D | +31.2% | +13.7% | +17.5% | +31.5% |
| 3M | +17.4% | +8.0% | +9.4% | +17.4% |
| 6M | +8.4% | +13.3% | -4.9% | +8.6% |
| YTD | -15.8% | +11.8% | -27.6% | -15.6% |
| 1Y | -16.3% | +22.2% | -38.6% | -14.2% |
| 3Y | -70.4% | +32.5% | -102.9% | -70.1% |
| All | -70.4% | +31.5% | -101.9% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling