-57.5%
QS vs ACI
+37.7%
-95.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | -5.0% | -5.3% | +0.3% | -4.5% |
| 30D | -1.4% | +5.0% | -6.4% | -1.9% |
| 3M | -33.6% | +7.5% | -41.1% | -34.1% |
| 6M | -47.6% | -16.0% | -31.6% | -47.1% |
| YTD | -59.6% | -20.6% | -39.0% | -59.1% |
| 1Y | -73.5% | -23.5% | -50.0% | -73.1% |
| 3Y | -23.0% | -32.1% | +9.1% | -21.4% |
| 5Y | -89.4% | -42.5% | -46.9% | -89.2% |
| All | -57.5% | +37.7% | -95.2% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling