+237.9%
INTU vs ACGL
+332.0%
-94.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | +12.4% | +14.2% | -1.7% | +6.5% |
| 3M | +2.3% | +11.1% | -8.8% | -2.0% |
| 6M | -13.3% | +16.4% | -29.7% | -18.5% |
| YTD | -47.9% | +13.8% | -61.7% | -50.7% |
| 1Y | -47.2% | +21.6% | -68.7% | -51.5% |
| 3Y | -33.9% | +33.5% | -67.4% | -43.5% |
| 5Y | -41.3% | +174.8% | -216.2% | -65.4% |
| 10Y | +237.9% | +330.4% | -92.5% | +50.3% |
| All | +237.9% | +332.0% | -94.1% | +50.3% |
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