+14,280.4%
INTU vs AFL
+9,082.0%
+5,198.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -7.1% | +0.6% | -7.7% | -7.3% |
| 30D | +1.5% | -6.2% | +7.6% | +3.4% |
| 3M | +10.7% | +2.2% | +8.5% | +9.8% |
| 6M | -23.8% | +5.3% | -29.1% | -25.2% |
| YTD | -49.3% | +8.0% | -57.3% | -50.7% |
| 1Y | -49.7% | +10.2% | -59.9% | -51.5% |
| 3Y | -38.0% | +67.1% | -105.1% | -48.0% |
| 5Y | -38.7% | +135.6% | -174.3% | -53.9% |
| 10Y | +221.3% | +299.4% | -78.0% | +100.3% |
| All | +14,280.4% | +9,082.0% | +5,198.5% | +3,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling