+196.7%
QQQ vs ACI
+33.9%
+162.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +6.4% | -0.5% | +6.8% | +6.4% |
| 30D | -7.5% | +4.9% | -12.4% | -7.7% |
| 3M | -4.8% | +11.1% | -15.9% | -5.4% |
| 6M | -2.5% | -14.9% | +12.4% | -1.8% |
| YTD | +12.4% | -19.6% | +32.0% | +13.4% |
| 1Y | +11.3% | -22.7% | +34.0% | +12.7% |
| 3Y | +85.0% | -31.2% | +116.2% | +88.1% |
| 5Y | +79.6% | -42.3% | +122.0% | +83.1% |
| All | +196.7% | +33.9% | +162.9% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling