+8,329.0%
QLD vs ACGL
+1,706.1%
+6,622.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | -0.2% |
| 7D | -9.4% | +8.0% | -17.4% | -15.0% |
| 30D | -17.1% | +17.3% | -34.4% | -27.5% |
| 3M | -10.4% | +11.2% | -21.6% | -18.7% |
| 6M | +0.7% | +18.2% | -17.4% | -15.2% |
| YTD | +17.7% | +15.4% | +2.4% | -0.6% |
| 1Y | +14.7% | +26.5% | -11.9% | -10.6% |
| 3Y | +169.6% | +36.1% | +133.6% | +83.9% |
| 5Y | +86.7% | +175.9% | -89.3% | -35.7% |
| 10Y | +1,600.8% | +352.4% | +1,248.3% | +221.2% |
| All | +8,329.0% | +1,706.1% | +6,622.8% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling