-18.6%
QS vs ACI
-31.6%
+13.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.5% |
| 7D | +8.0% | -0.6% | +8.6% | +8.0% |
| 30D | -2.8% | +9.5% | -12.4% | -2.4% |
| 3M | -28.1% | +10.1% | -38.2% | -27.8% |
| 6M | -41.0% | -15.4% | -25.6% | -41.6% |
| YTD | -57.3% | -19.5% | -37.7% | -57.8% |
| 1Y | -72.7% | -21.0% | -51.7% | -73.0% |
| 3Y | -18.6% | -31.2% | +12.5% | -20.6% |
| All | -18.6% | -31.6% | +13.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling