+62.6%
QLD vs ALC
-8.7%
+71.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.7% | -12.0% |
| 7D | -18.6% | +7.6% | -26.2% | -22.8% |
| 30D | -28.3% | +21.1% | -49.4% | -37.9% |
| 3M | -20.4% | +8.5% | -28.9% | -25.8% |
| 6M | -14.3% | +2.8% | -17.1% | -19.0% |
| YTD | +2.8% | -2.4% | +5.2% | +1.0% |
| 1Y | -1.2% | +3.5% | -4.7% | -8.3% |
| 3Y | +135.3% | +4.2% | +131.1% | +98.8% |
| 5Y | +62.6% | -9.0% | +71.6% | +63.0% |
| All | +62.6% | -8.7% | +71.3% | +63.0% |
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