-41.3%
INTU vs AEM
+274.7%
-316.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.1% |
| 7D | -1.2% | +13.9% | -15.1% | -2.4% |
| 30D | +12.4% | +0.8% | +11.7% | +12.1% |
| 3M | +2.3% | +5.8% | -3.5% | +1.4% |
| 6M | -13.3% | -1.0% | -12.4% | -13.6% |
| YTD | -47.9% | +13.1% | -61.0% | -49.8% |
| 1Y | -47.2% | +14.4% | -61.6% | -49.2% |
| 3Y | -33.9% | +325.7% | -359.6% | -50.4% |
| 5Y | -41.3% | +273.7% | -315.1% | -58.0% |
| All | -41.3% | +274.7% | -316.0% | -58.0% |
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