-47.7%
QS vs ACI
+22.3%
-70.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -5.0% | -7.1% | +2.1% | -4.4% |
| 30D | -18.3% | -4.5% | -13.8% | -18.0% |
| 3M | -26.0% | -22.3% | -3.7% | -24.5% |
| 6M | -24.0% | -28.4% | +4.4% | -22.2% |
| YTD | -50.3% | -29.5% | -20.8% | -49.1% |
| 1Y | -38.0% | -34.2% | -3.7% | -36.1% |
| 3Y | -24.6% | -45.7% | +21.1% | -20.9% |
| 5Y | -75.4% | -40.8% | -34.6% | -74.7% |
| All | -47.7% | +22.3% | -70.0% | -43.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling