+236.7%
INTU vs ALLE
+211.7%
+25.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +0.1% | +3.6% | -3.5% | -1.7% |
| 30D | +10.1% | +25.9% | -15.8% | -2.1% |
| 3M | -4.2% | +15.8% | -19.9% | -11.3% |
| 6M | -7.2% | +48.1% | -55.3% | -25.1% |
| YTD | -47.7% | +22.0% | -69.7% | -53.8% |
| 1Y | -46.7% | +18.0% | -64.7% | -52.2% |
| 3Y | -34.1% | +93.1% | -127.1% | -56.9% |
| 5Y | -43.3% | +52.1% | -95.3% | -58.0% |
| All | +236.7% | +211.7% | +25.1% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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