-75.6%
QS vs ACI
-43.7%
-31.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.3% |
| 7D | -4.2% | -5.0% | +0.8% | -3.6% |
| 30D | -15.7% | -2.3% | -13.4% | -15.5% |
| 3M | -28.7% | -23.2% | -5.5% | -26.5% |
| 6M | -23.2% | -29.5% | +6.2% | -20.2% |
| YTD | -49.9% | -28.6% | -21.3% | -48.2% |
| 1Y | -38.8% | -34.0% | -4.8% | -36.0% |
| 3Y | -24.0% | -45.0% | +21.0% | -18.0% |
| 5Y | -75.6% | -44.0% | -31.6% | -74.5% |
| All | -75.6% | -43.7% | -31.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling