+121.0%
QLD vs ALC
-16.0%
+137.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.9% |
| 7D | +0.6% | -2.1% | +2.7% | +2.1% |
| 30D | -0.1% | -0.1% | 0.0% | -0.4% |
| 3M | -8.4% | +5.9% | -14.2% | -13.7% |
| 6M | +32.2% | -15.9% | +48.1% | +48.0% |
| YTD | +28.9% | -10.1% | +39.0% | +35.5% |
| 1Y | +43.8% | -10.2% | +54.1% | +50.0% |
| 3Y | +176.6% | -13.6% | +190.1% | +182.6% |
| All | +121.0% | -16.0% | +137.0% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling