+236.7%
INTU vs AEP
+207.1%
+29.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.9% |
| 30D | +10.1% | +3.2% | +6.9% | +8.9% |
| 3M | -4.2% | +3.8% | -8.0% | -5.5% |
| 6M | -7.2% | +2.5% | -9.7% | -8.5% |
| YTD | -47.7% | +15.5% | -63.2% | -51.2% |
| 1Y | -46.7% | +9.6% | -56.3% | -49.3% |
| 3Y | -34.1% | +91.2% | -125.2% | -52.4% |
| 5Y | -43.3% | +88.2% | -131.5% | -59.0% |
| All | +236.7% | +207.1% | +29.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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