+556.7%
QQQ vs ACGL
+263.8%
+292.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +1.5% | -2.9% | +4.5% | +2.4% |
| 30D | -0.6% | -2.8% | +2.2% | +0.1% |
| 3M | +0.4% | +6.8% | -6.4% | -2.1% |
| 6M | +20.1% | -1.5% | +21.6% | +19.7% |
| YTD | +17.2% | -0.2% | +17.4% | +16.0% |
| 1Y | +24.7% | +5.3% | +19.4% | +20.9% |
| 3Y | +96.2% | +30.3% | +65.9% | +72.4% |
| 5Y | +94.4% | +151.8% | -57.4% | +30.6% |
| 10Y | +556.7% | +266.9% | +289.8% | +277.7% |
| All | +556.7% | +263.8% | +292.9% | +277.7% |
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