-52.7%
INTU vs AEP
+19.8%
-72.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -2.0% |
| 7D | -8.5% | +0.9% | -9.3% | -7.9% |
| 30D | -6.1% | +1.5% | -7.6% | -5.1% |
| 3M | +7.3% | -1.7% | +9.0% | +7.2% |
| 6M | -33.2% | -4.0% | -29.2% | -33.6% |
| YTD | -52.2% | +10.6% | -62.8% | -47.9% |
| 1Y | -52.7% | +18.6% | -71.3% | -46.0% |
| All | -52.7% | +19.8% | -72.5% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling