+236.7%
INTU vs AFL
+339.8%
-103.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | +0.1% | +2.9% | -2.8% | -1.1% |
| 30D | +10.1% | +8.0% | +2.1% | +6.6% |
| 3M | -4.2% | +5.9% | -10.1% | -6.5% |
| 6M | -7.2% | +11.6% | -18.9% | -11.6% |
| YTD | -47.7% | +17.5% | -65.2% | -51.4% |
| 1Y | -46.7% | +13.3% | -60.0% | -49.7% |
| 3Y | -34.1% | +67.0% | -101.1% | -48.6% |
| 5Y | -43.3% | +150.6% | -193.9% | -63.5% |
| All | +236.7% | +339.8% | -103.0% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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