+14,587.7%
INTU vs AEP
+1,607.3%
+12,980.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -3.9% | -1.5% | -2.4% | -3.5% |
| 30D | +11.7% | +4.5% | +7.2% | +10.2% |
| 3M | +4.5% | +2.8% | +1.6% | +3.5% |
| 6M | -13.9% | -0.7% | -13.2% | -14.1% |
| YTD | -48.2% | +13.8% | -62.1% | -50.9% |
| 1Y | -47.1% | +9.0% | -56.1% | -49.2% |
| 3Y | -32.5% | +83.0% | -115.5% | -46.1% |
| 5Y | -42.6% | +83.3% | -125.8% | -54.3% |
| 10Y | +235.3% | +194.6% | +40.7% | +129.5% |
| All | +14,587.7% | +1,607.3% | +12,980.3% | +5,517.5% |
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