-18.6%
QS vs ACI
-43.5%
+24.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +1.9% |
| 7D | +2.2% | -2.6% | +4.8% | +2.1% |
| 30D | -8.1% | +1.1% | -9.1% | -8.1% |
| 3M | -27.0% | -23.6% | -3.4% | -27.9% |
| 6M | -16.4% | -29.9% | +13.5% | -17.5% |
| YTD | -46.4% | -26.9% | -19.5% | -47.0% |
| 1Y | -41.1% | -34.2% | -6.8% | -41.5% |
| 3Y | -18.6% | -43.6% | +25.0% | -12.9% |
| All | -18.6% | -43.5% | +24.8% | -12.9% |
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