-53.8%
QS vs ACGL
+252.7%
-306.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.7% |
| 7D | +13.7% | -1.1% | +14.8% | +13.8% |
| 30D | -0.2% | +13.1% | -13.4% | -1.1% |
| 3M | -24.8% | +9.8% | -34.6% | -25.4% |
| 6M | -39.4% | +15.3% | -54.7% | -40.4% |
| YTD | -56.1% | +12.7% | -68.9% | -56.9% |
| 1Y | -72.5% | +20.7% | -93.2% | -73.4% |
| 3Y | -16.3% | +34.3% | -50.6% | -22.4% |
| 5Y | -87.6% | +170.6% | -258.2% | -91.5% |
| All | -53.8% | +252.7% | -306.5% | -70.1% |
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