+121.0%
QLD vs ACM
+5.0%
+116.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -3.7% | +4.3% | +3.5% |
| 30D | -0.1% | -11.1% | +11.0% | +7.9% |
| 3M | -8.4% | -8.0% | -0.4% | -4.5% |
| 6M | +32.2% | -29.7% | +61.9% | +72.0% |
| YTD | +28.9% | -29.4% | +58.3% | +63.3% |
| 1Y | +43.8% | -46.4% | +90.3% | +134.6% |
| 3Y | +176.6% | -22.3% | +198.9% | +198.5% |
| All | +121.0% | +5.0% | +116.1% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling