+237.7%
INTU vs AEM
+434.1%
-196.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -3.9% | +1.4% | -5.3% | -4.1% |
| 30D | +12.0% | -1.2% | +13.2% | +11.9% |
| 3M | +2.3% | +2.5% | -0.2% | +1.7% |
| 6M | -12.1% | -5.1% | -7.0% | -12.1% |
| YTD | -47.5% | +10.4% | -57.9% | -49.0% |
| 1Y | -46.9% | +11.8% | -58.7% | -48.5% |
| 3Y | -33.5% | +315.6% | -349.1% | -46.0% |
| 5Y | -41.2% | +266.3% | -307.5% | -52.3% |
| All | +237.7% | +434.1% | -196.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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