+534.7%
QQQ vs ACGL
+324.4%
+210.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.6% | +2.2% | +1.5% | +3.0% |
| 30D | -6.7% | +12.3% | -19.0% | -10.0% |
| 3M | -7.0% | +11.8% | -18.8% | -10.3% |
| 6M | -4.7% | +17.5% | -22.1% | -9.9% |
| YTD | +11.1% | +14.3% | -3.2% | +5.4% |
| 1Y | +12.3% | +18.2% | -5.9% | +5.3% |
| 3Y | +83.3% | +33.2% | +50.2% | +61.3% |
| 5Y | +77.5% | +174.3% | -96.8% | +16.4% |
| All | +534.7% | +324.4% | +210.3% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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