-42.6%
INTU vs AEP
+82.5%
-125.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | +11.7% | +4.5% | +7.2% | +11.0% |
| 3M | +4.5% | +2.8% | +1.6% | +4.0% |
| 6M | -13.9% | -0.7% | -13.2% | -13.9% |
| YTD | -48.2% | +13.8% | -62.1% | -50.2% |
| 1Y | -47.1% | +9.0% | -56.1% | -48.5% |
| 3Y | -32.5% | +83.0% | -115.5% | -47.2% |
| 5Y | -42.6% | +83.3% | -125.8% | -53.1% |
| All | -42.6% | +82.5% | -125.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling