+523.8%
QQQ vs ACGL
+332.0%
+191.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -10.2% | +14.2% | -24.4% | -13.8% |
| 3M | -6.3% | +11.1% | -17.4% | -9.4% |
| 6M | -4.9% | +16.4% | -21.3% | -9.9% |
| YTD | +10.2% | +13.8% | -3.6% | +4.7% |
| 1Y | +8.8% | +21.6% | -12.8% | +1.1% |
| 3Y | +81.4% | +33.5% | +47.8% | +59.4% |
| 5Y | +78.5% | +174.8% | -96.4% | +17.0% |
| 10Y | +523.8% | +330.4% | +193.4% | +254.1% |
| All | +523.8% | +332.0% | +191.8% | +254.1% |
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