+85.5%
QQQ vs ACI
-31.0%
+116.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +6.4% | -0.5% | +6.8% | +6.3% |
| 30D | -7.5% | +4.9% | -12.4% | -7.2% |
| 3M | -4.8% | +11.1% | -15.9% | -4.3% |
| 6M | -2.5% | -14.9% | +12.4% | -2.7% |
| YTD | +12.4% | -19.6% | +32.0% | +11.9% |
| 1Y | +11.3% | -22.7% | +34.0% | +10.9% |
| All | +85.5% | -31.0% | +116.5% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling