+427.1%
QLD vs ACI
+25.9%
+401.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -0.1% | +5.9% | -6.0% | -0.8% |
| 3M | -8.4% | -19.8% | +11.4% | -6.4% |
| 6M | +32.2% | -24.7% | +56.9% | +35.8% |
| YTD | +28.9% | -24.4% | +53.3% | +31.9% |
| 1Y | +43.8% | -31.5% | +75.3% | +49.4% |
| 3Y | +176.6% | -38.7% | +215.3% | +190.8% |
| 5Y | +121.6% | -42.8% | +164.4% | +130.9% |
| All | +427.1% | +25.9% | +401.2% | +349.0% |
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