+67.2%
QLD vs ACI
-43.3%
+110.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +2.9% |
| 7D | -10.3% | -2.2% | -8.1% | -10.0% |
| 30D | -26.1% | +10.3% | -36.4% | -26.9% |
| 3M | -17.8% | +7.2% | -24.9% | -18.6% |
| 6M | -15.6% | -18.0% | +2.4% | -13.9% |
| YTD | +5.4% | -22.0% | +27.4% | +7.5% |
| 1Y | +5.2% | -23.4% | +28.6% | +7.7% |
| 3Y | +139.4% | -35.8% | +175.3% | +152.6% |
| All | +67.2% | -43.3% | +110.5% | +73.1% |
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