+5.2%
QLD vs ACGL
+22.6%
-17.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +0.3% |
| 7D | -10.3% | +0.9% | -11.1% | -9.5% |
| 30D | -26.1% | +13.7% | -39.8% | -18.1% |
| 3M | -17.8% | +8.0% | -25.8% | -12.1% |
| 6M | -15.6% | +13.3% | -28.8% | -4.6% |
| YTD | +5.4% | +11.8% | -6.5% | +18.2% |
| 1Y | +5.2% | +22.2% | -17.0% | +24.3% |
| All | +5.2% | +22.6% | -17.3% | +24.3% |
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