+1,351.8%
QLD vs ACGL
+337.7%
+1,014.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +4.2% |
| 7D | -10.3% | +0.9% | -11.1% | -10.9% |
| 30D | -26.1% | +13.7% | -39.8% | -31.9% |
| 3M | -17.8% | +8.0% | -25.8% | -22.2% |
| 6M | -15.6% | +13.3% | -28.8% | -23.8% |
| YTD | +5.4% | +11.8% | -6.5% | -5.3% |
| 1Y | +5.2% | +22.2% | -17.0% | -10.9% |
| 3Y | +139.4% | +32.5% | +107.0% | +82.2% |
| 5Y | +66.7% | +160.2% | -93.5% | -25.5% |
| All | +1,351.8% | +337.7% | +1,014.1% | +435.9% |
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