+14,280.5%
INTU vs AEM
+6,373.2%
+7,907.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | -7.1% | -0.5% | -6.6% | -7.1% |
| 30D | +1.5% | +24.0% | -22.6% | +0.6% |
| 3M | +10.7% | +16.1% | -5.4% | +9.9% |
| 6M | -23.8% | -11.6% | -12.2% | -23.7% |
| YTD | -49.3% | +21.5% | -70.9% | -49.9% |
| 1Y | -49.7% | +39.2% | -88.8% | -50.6% |
| 3Y | -38.0% | +347.4% | -385.4% | -42.0% |
| 5Y | -38.7% | +290.1% | -328.9% | -42.6% |
| 10Y | +221.3% | +357.8% | -136.4% | +197.7% |
| All | +14,280.5% | +6,373.2% | +7,907.2% | +15,653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling