+1,631.1%
QLD vs ACM
+127.0%
+1,504.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -3.7% | +4.3% | +3.2% |
| 30D | -0.1% | -11.1% | +11.0% | +6.8% |
| 3M | -8.4% | -8.0% | -0.4% | -5.0% |
| 6M | +32.2% | -29.7% | +61.9% | +64.3% |
| YTD | +28.9% | -29.4% | +58.3% | +57.4% |
| 1Y | +43.8% | -46.4% | +90.3% | +113.2% |
| 3Y | +176.6% | -22.3% | +198.9% | +211.2% |
| 5Y | +121.6% | +4.5% | +117.1% | +108.6% |
| All | +1,631.1% | +127.0% | +1,504.1% | +920.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling