-42.6%
INTU vs AEM
+296.4%
-339.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | -8.5% | +3.0% | -11.5% | -8.7% |
| 30D | -6.1% | +12.5% | -18.6% | -7.1% |
| 3M | +7.3% | +26.9% | -19.6% | +5.1% |
| 6M | -33.2% | -9.4% | -23.8% | -32.6% |
| YTD | -52.2% | +20.3% | -72.4% | -53.9% |
| 1Y | -52.7% | +33.8% | -86.5% | -55.4% |
| 3Y | -41.6% | +349.8% | -391.4% | -55.4% |
| 5Y | -42.6% | +301.0% | -343.7% | -57.1% |
| All | -42.6% | +296.4% | -339.0% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling