+1,553.3%
QLD vs ACM
+131.8%
+1,421.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.2% | +5.0% |
| 7D | -1.2% | +3.0% | -4.2% | -3.0% |
| 30D | -15.7% | +19.7% | -35.4% | -25.9% |
| 3M | -10.0% | +5.3% | -15.4% | -14.7% |
| 6M | -11.2% | -10.8% | -0.4% | -6.9% |
| YTD | +16.4% | -25.1% | +41.4% | +36.8% |
| 1Y | +12.7% | -45.8% | +58.5% | +68.6% |
| 3Y | +152.3% | -9.4% | +161.7% | +152.3% |
| 5Y | +91.8% | +4.8% | +87.0% | +77.2% |
| All | +1,553.3% | +131.8% | +1,421.5% | +772.9% |
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