+601.2%
QLD vs ALC
+27.5%
+573.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +6.3% |
| 7D | -1.2% | -6.3% | +5.1% | +3.8% |
| 30D | -15.7% | +12.6% | -28.3% | -24.1% |
| 3M | -10.0% | -3.8% | -6.2% | -8.6% |
| 6M | -11.2% | +16.8% | -28.1% | -24.7% |
| YTD | +16.4% | -7.6% | +24.0% | +17.9% |
| 1Y | +12.7% | -5.9% | +18.5% | +11.9% |
| 3Y | +152.3% | +0.6% | +151.7% | +120.0% |
| 5Y | +91.8% | -9.5% | +101.2% | +89.5% |
| All | +601.2% | +27.5% | +573.7% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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