+381.5%
QLD vs ACI
+39.5%
+342.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +1.5% |
| 7D | -9.4% | +4.5% | -13.9% | -9.8% |
| 30D | -17.1% | +20.9% | -37.9% | -18.8% |
| 3M | -10.4% | +15.2% | -25.7% | -12.0% |
| 6M | +0.7% | -13.3% | +14.1% | +1.9% |
| YTD | +17.7% | -16.2% | +33.9% | +19.0% |
| 1Y | +14.7% | -16.9% | +31.5% | +16.0% |
| 3Y | +169.6% | -30.8% | +200.5% | +179.0% |
| 5Y | +86.7% | -39.4% | +126.1% | +93.2% |
| All | +381.5% | +39.5% | +342.0% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling