+1,315.8%
QLD vs ACGL
+351.1%
+964.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.1% | -12.6% | -12.7% |
| 7D | -18.6% | +6.4% | -24.9% | -21.6% |
| 30D | -28.3% | +16.6% | -44.9% | -34.8% |
| 3M | -20.4% | +11.6% | -32.0% | -26.0% |
| 6M | -14.3% | +17.5% | -31.7% | -24.2% |
| YTD | +2.8% | +15.3% | -12.5% | -9.1% |
| 1Y | -1.2% | +26.3% | -27.5% | -17.9% |
| 3Y | +135.3% | +35.9% | +99.4% | +76.7% |
| 5Y | +62.6% | +168.2% | -105.6% | -28.5% |
| All | +1,315.8% | +351.1% | +964.7% | +414.1% |
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 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