-46.7%
INTU vs AEM
+3.6%
-50.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | +0.1% | -6.8% | +6.9% | -0.5% |
| 30D | +10.1% | +0.8% | +9.3% | +10.0% |
| 3M | -4.2% | -0.8% | -3.3% | -3.9% |
| 6M | -7.2% | -8.5% | +1.3% | -7.6% |
| YTD | -47.7% | +5.9% | -53.6% | -49.5% |
| 1Y | -46.7% | +6.6% | -53.3% | -48.7% |
| All | -46.7% | +3.6% | -50.3% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling