-42.6%
INTU vs AFL
+133.0%
-175.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -8.5% | -2.1% | -6.3% | -7.6% |
| 30D | -6.1% | -5.4% | -0.7% | -4.0% |
| 3M | +7.3% | -0.3% | +7.6% | +7.4% |
| 6M | -33.2% | +5.2% | -38.4% | -34.8% |
| YTD | -52.2% | +5.7% | -57.8% | -53.6% |
| 1Y | -52.7% | +10.2% | -62.9% | -55.1% |
| 3Y | -41.6% | +63.4% | -105.0% | -56.2% |
| 5Y | -42.6% | +133.0% | -175.7% | -65.7% |
| All | -42.6% | +133.0% | -175.7% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling