-43.5%
INTU vs AFL
+151.4%
-194.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +12.8% | +8.6% | +4.2% | +9.0% |
| 3M | +2.1% | +5.3% | -3.2% | -0.2% |
| 6M | -11.5% | +10.0% | -21.5% | -15.2% |
| YTD | -47.9% | +16.5% | -64.4% | -51.6% |
| 1Y | -47.7% | +12.7% | -60.4% | -50.6% |
| 3Y | -34.0% | +65.5% | -99.4% | -50.4% |
| 5Y | -43.5% | +148.5% | -192.0% | -69.3% |
| All | -43.5% | +151.4% | -194.9% | -69.3% |
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