+81.1%
QLD vs ACI
-41.1%
+122.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.7% |
| 7D | -1.4% | -5.9% | +4.5% | -0.8% |
| 30D | -19.6% | +7.2% | -26.8% | -20.3% |
| 3M | -14.1% | +8.8% | -23.0% | -15.1% |
| 6M | -13.6% | -17.2% | +3.6% | -12.0% |
| YTD | +12.5% | -21.3% | +33.8% | +14.8% |
| 1Y | +13.1% | -23.7% | +36.9% | +16.1% |
| 3Y | +154.7% | -32.8% | +187.6% | +165.2% |
| 5Y | +81.1% | -41.4% | +122.5% | +86.7% |
| All | +81.1% | -41.1% | +122.2% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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