-14.3%
QLD vs ACGL
+19.0%
-33.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.1% | -12.6% | -12.8% |
| 7D | -18.6% | +6.4% | -24.9% | -12.6% |
| 30D | -28.3% | +16.6% | -44.9% | -14.7% |
| 3M | -20.4% | +11.6% | -32.0% | -9.7% |
| 6M | -14.3% | +17.5% | -31.7% | +14.1% |
| All | -14.3% | +19.0% | -33.3% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling