-38.4%
INTU vs ALLE
+13.7%
-52.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.8% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | +1.5% | -6.8% | +8.2% | +4.8% |
| 3M | +10.7% | +21.0% | -10.4% | +0.3% |
| 6M | -23.8% | +1.1% | -24.9% | -25.1% |
| YTD | -49.3% | -0.5% | -48.8% | -50.0% |
| 1Y | -49.7% | -7.3% | -42.4% | -48.5% |
| 3Y | -38.0% | +42.3% | -80.3% | -53.5% |
| All | -38.4% | +13.7% | -52.2% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling