+205.3%
QQQ vs ACI
+17.4%
+187.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -1.3% | -7.1% | +5.8% | -0.8% |
| 30D | -1.4% | -4.5% | +3.1% | -1.1% |
| 3M | +2.3% | -22.3% | +24.5% | +3.6% |
| 6M | +16.9% | -28.4% | +45.3% | +18.8% |
| YTD | +15.6% | -29.5% | +45.1% | +17.5% |
| 1Y | +22.6% | -34.2% | +56.9% | +25.3% |
| 3Y | +93.5% | -45.7% | +139.2% | +100.5% |
| 5Y | +93.9% | -40.8% | +134.7% | +97.5% |
| All | +205.3% | +17.4% | +187.9% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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