+14,779.2%
INTU vs AEP
+1,632.1%
+13,147.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.3% |
| 7D | -3.9% | +0.7% | -4.7% | -4.1% |
| 30D | +12.0% | +4.8% | +7.2% | +10.4% |
| 3M | +2.3% | +5.4% | -3.0% | +0.6% |
| 6M | -12.1% | +0.4% | -12.5% | -12.6% |
| YTD | -47.5% | +15.5% | -63.0% | -50.4% |
| 1Y | -46.9% | +8.5% | -55.4% | -48.9% |
| 3Y | -33.5% | +84.6% | -118.1% | -47.0% |
| 5Y | -41.2% | +86.9% | -128.1% | -53.5% |
| 10Y | +233.5% | +205.1% | +28.4% | +125.9% |
| All | +14,779.2% | +1,632.1% | +13,147.0% | +5,566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling