+233.5%
INTU vs ACGL
+329.5%
-96.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | -1.4% | -2.6% | -3.3% |
| 30D | +12.0% | +12.4% | -0.4% | +6.8% |
| 3M | +2.3% | +11.1% | -8.8% | -1.9% |
| 6M | -12.1% | +16.3% | -28.4% | -17.3% |
| YTD | -47.5% | +13.8% | -61.4% | -50.4% |
| 1Y | -46.9% | +20.4% | -67.3% | -51.0% |
| 3Y | -33.5% | +33.6% | -67.0% | -43.2% |
| 5Y | -41.2% | +176.8% | -218.1% | -65.4% |
| 10Y | +233.5% | +324.6% | -91.1% | +54.8% |
| All | +233.5% | +329.5% | -96.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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