+121.0%
QLD vs ACGL
+161.8%
-40.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -0.1% | -1.0% | +0.9% | +0.1% |
| 3M | -8.4% | +11.0% | -19.4% | -13.3% |
| 6M | +32.2% | -0.3% | +32.5% | +30.6% |
| YTD | +28.9% | +2.3% | +26.6% | +25.1% |
| 1Y | +43.8% | +6.4% | +37.5% | +36.2% |
| 3Y | +176.6% | +34.0% | +142.6% | +117.5% |
| All | +121.0% | +161.8% | -40.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling