+441.7%
INTU vs ALLE
+331.3%
+110.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.9% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +23.0% | +20.6% | +2.4% | +11.6% |
| 3M | +8.7% | +11.4% | -2.7% | +2.6% |
| 6M | -10.1% | +42.5% | -52.7% | -26.0% |
| YTD | -45.7% | +18.9% | -64.6% | -51.5% |
| 1Y | -45.1% | +14.2% | -59.3% | -49.9% |
| 3Y | -26.9% | +90.7% | -117.6% | -51.6% |
| 5Y | -40.0% | +52.5% | -92.4% | -55.3% |
| 10Y | +265.4% | +231.2% | +34.2% | +74.1% |
| All | +441.7% | +331.3% | +110.4% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling