-41.6%
INTU vs AIG
+56.9%
-98.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.7% |
| 7D | -1.2% | +2.2% | -3.5% | -2.1% |
| 30D | +12.4% | +6.9% | +5.6% | +9.7% |
| 3M | +2.3% | +6.8% | -4.5% | -0.2% |
| 6M | -13.3% | +9.2% | -22.6% | -16.4% |
| YTD | -47.9% | -1.9% | -46.0% | -47.8% |
| 1Y | -47.2% | +9.7% | -56.8% | -49.6% |
| 3Y | -33.9% | +37.9% | -71.8% | -44.6% |
| All | -41.6% | +56.9% | -98.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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