+535.0%
QLD vs ALC
+31.8%
+503.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +4.2% |
| 7D | -10.3% | +4.9% | -15.2% | -13.8% |
| 30D | -26.1% | +19.0% | -45.0% | -36.2% |
| 3M | -17.8% | +7.8% | -25.5% | -23.8% |
| 6M | -15.6% | +14.6% | -30.1% | -27.1% |
| YTD | +5.4% | -4.4% | +9.8% | +4.1% |
| 1Y | +5.2% | +1.4% | +3.8% | -1.9% |
| 3Y | +139.4% | +2.5% | +136.9% | +106.7% |
| 5Y | +66.7% | -10.9% | +77.6% | +67.7% |
| All | +535.0% | +31.8% | +503.2% | +348.5% |
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