-43.5%
QS vs ACGL
+212.2%
-255.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.2% |
| 7D | +2.2% | -2.9% | +5.1% | +2.4% |
| 30D | -8.1% | -2.8% | -5.2% | -7.9% |
| 3M | -27.0% | +6.8% | -33.8% | -27.9% |
| 6M | -16.4% | -1.5% | -14.9% | -16.6% |
| YTD | -46.4% | -0.2% | -46.1% | -46.8% |
| 1Y | -41.1% | +5.3% | -46.4% | -42.3% |
| 3Y | -18.6% | +30.3% | -48.9% | -26.6% |
| 5Y | -73.0% | +151.8% | -224.9% | -81.8% |
| All | -43.5% | +212.2% | -255.7% | -63.2% |
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